Separable dynamic programming and approximate decomposition methods

Research output: Contribution to journalArticlepeer-review

16 Scopus citations

Abstract

We consider control, planning, and resource allocation problems involving several independent subsystems that are coupled through a control/decision constraint. We discuss one-step lookahead methods that use an approximate cost-to-go function derived from the solution of single subsystem problems. We propose a new method for constructing such approximations, and derive bounds on the performance of the associated suboptimal policies. We then specialize this method to problems of reachability of target tubes that have the form of a box (a Cartesian product of subsystem tubes). We thus obtain inner approximating tubes, which are the union of a finite number of boxes, each involving single subsystem calculations.

Original languageEnglish (US)
Pages (from-to)911-916
Number of pages6
JournalIEEE Transactions on Automatic Control
Volume52
Issue number5
DOIs
StatePublished - May 2007
Externally publishedYes

Keywords

  • Dynamic programming
  • Optical control
  • Reachability
  • Separable problems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'Separable dynamic programming and approximate decomposition methods'. Together they form a unique fingerprint.

Cite this