Evolutionary Programming as a Solution Technique for the Bellman Equation
نویسنده
چکیده
Evolutionary programming is a stochastic optimization procedure which has proved useful in optimizing difficult functions. It is shown that evolutionary programing can be used to solve the Bellman equation problem with a high degree of accuracy and substantially less CPU time than Bellman equation iteration. Future applications will focus on sometimes binding constraints – a class of problem for which standard solutions techniques are not applicable.
منابع مشابه
Friction Compensation for Dynamic and Static Models Using Nonlinear Adaptive Optimal Technique
Friction is a nonlinear phenomenon which has destructive effects on performance of control systems. To obviate these effects, friction compensation is an effectual solution. In this paper, an adaptive technique is proposed in order to eliminate limit cycles as one of the undesired behaviors due to presence of friction in control systems which happen frequently. The proposed approach works for n...
متن کاملOptimal portfolio allocation with imposed price limit constraint
Daily price limits are adopted by many securities exchanges in countries such as the USA, Canada, Japan and various other countries in Europe and Asia, in order to increase the stability of the financial market. These limits confine the price of the financial asset during all trading stages of any trading day to a range, usually determined based on the previous day’s closing price. In this pape...
متن کاملبهینه یابی مسیر تولید نفت ایران: یک مدل کنترل بهینه برنامه ریزی پویا
In this article we present a dynamic programming model for oil production in Iran. To this end, we represent our model in the form of a Bellman equation in which the function for discounted profit as the objective function is formulated as a Bellman equation, and hence is viewed as a dynamic programming problem.Specifically, in order to show the liquids flow in oil tanks, we use differential eq...
متن کاملExtracting Dynamics Matrix of Alignment Process for a Gimbaled Inertial Navigation System Using Heuristic Dynamic Programming Method
In this paper, with the aim of estimating internal dynamics matrix of a gimbaled Inertial Navigation system (as a discrete Linear system), the discretetime Hamilton-Jacobi-Bellman (HJB) equation for optimal control has been extracted. Heuristic Dynamic Programming algorithm (HDP) for solving equation has been presented and then a neural network approximation for cost function and control input ...
متن کاملMultiobjective Imperialist Competitive Evolutionary Algorithm for Solving Nonlinear Constrained Programming Problems
Nonlinear constrained programing problem (NCPP) has been arisen in diverse range of sciences such as portfolio, economic management etc.. In this paper, a multiobjective imperialist competitive evolutionary algorithm for solving NCPP is proposed. Firstly, we transform the NCPP into a biobjective optimization problem. Secondly, in order to improve the diversity of evolution country swarm, and he...
متن کامل