A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation
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Abstract: The standard Dynamic Programming (DP) formulation can be used to solve Multi-Stage Optimization Problems (MSOP's) with additively separable objective functions. In this paper we consider a larger class of MSOP's with monotonically backward separable objective functions; additively separable functions being a special case of monotonically backward separable functions. We propose a necessary and sufficient condition, utilizing a generalization of Bellman's equation, for a solution of a MSOP, with a monotonically backward separable cost function, to be optimal. Moreover, we show that this proposed condition can be used to efficiently compute optimal solutions for two important MSOP's; the optimal path for Dubin's car with obstacle avoidance, and the maximal invariant set for discrete time systems.
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Cited in
(5)- Optimal control of interconnected systems with time-correlated noises: application to vehicle platoon
- Equivalent formulations of optimal control problems with maximum cost and applications
- Time-optimal Dubins trajectory for moving obstacle avoidance
- Research on HEV energy management strategy based on improved deep reinforcement learning
- On the properties of monotone functionals for generalizing Bellman principle
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