Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms
نویسندگان
چکیده
منابع مشابه
Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original methods exploited the idempotent (e.g., max-plus) linearity of the associated semigroup operator. However, it is now known that the curse-of-dimensionality-free idempotent methods do not require this linearity. Instead, it...
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It is now well-known that many classes of deterministic control problems may be solved by max-plus or minplus (more generally, idempotent) numerical methods. These methods include max-plus basis-expansion approaches [1], [2], [6], [9], as well as the more recently developed curseof-dimensionality-free methods [9], [14]. It has recently been discovered that idempotent methods are applicable to s...
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ژورنال
عنوان ژورنال: Automatica
سال: 2011
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2010.10.006