An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems

DOI10.1137/18M1203900zbMath1423.49024arXiv1807.11008MaRDI QIDQ5194598

Maurizio Falcone, Alessandro Alla, Luca Saluzzi

Publication date: 16 September 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.11008

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdynamic programmingtree structurefinite horizon optimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (17)

On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations ⋮ A convex optimization approach to dynamic programming in continuous state and action spaces ⋮ Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems ⋮ SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems ⋮ Optimistic planning algorithms for state-constrained optimal control problems ⋮ Optimal polynomial feedback laws for finite horizon control problems ⋮ HJB-RBF based approach for the control of PDEs ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ Unnamed Item ⋮ State-dependent Riccati equation feedback stabilization for nonlinear PDEs ⋮ Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD ⋮ Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations ⋮ Feedback control of parametrized PDEs via model order reduction and dynamic programming principle ⋮ An HJB-POD approach for the control of nonlinear PDEs on a tree structure ⋮ A tree structure algorithm for optimal control problems with state constraints ⋮ Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations ⋮ Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures

Uses Software

• BRENT

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