On Approximate Dynamic Programming in Switching Systems

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Abstract

In order to simplify computational methods based on dynamic programming, an approximative procedure based on upper and lower bounds of the optimal cost was recently introduced. The convergence properties of this procedure are analyzed in this paper. In particular, it is shown that the computational effort in finding an approximately optimal control law by relaxed value iteration is related to the polynomial degree that is needed to approximate the optimal cost. This gives a rigorous foundation for the claim that the search for optimal control laws requires complex computations only if the optimal cost function is complex. A computational example is given for switching control on a graph with 60 nodes, 120 edges and 30 continuous states.
Original languageEnglish
Title of host publicationProceedings of the 44th IEEE Conference on Decision and Control and the 2005 European Control Conference
PublisherIEEE - Institute of Electrical and Electronics Engineers Inc.
Pages1391-1396
ISBN (Print)0-7803-9568-9
DOIs
Publication statusPublished - 2005
Event44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 - Seville, Spain
Duration: 2005 Dec 122005 Dec 15

Conference

Conference44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Country/TerritorySpain
CitySeville
Period2005/12/122005/12/15

Subject classification (UKÄ)

  • Control Engineering

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