A Convex Optimization Approach to Discrete Optimal Control

DOI10.1109/TAC.2018.2867536zbMATH Open1423.90189arXiv1701.02414OpenAlexW2963953081WikidataQ129315388 ScholiaQ129315388MaRDI QIDQ4614005FDOQ4614005

Authors: Víctor Valls, Douglas J. Leith 

Publication date: 28 January 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: In this paper, we bring the celebrated max-weight features (myopic and discrete actions) to mainstream convex optimization. Myopic actions are important in control because decisions need to be made in an online manner and without knowledge of future events, and discrete actions because many systems have a finite (so non-convex) number of control decisions. For example, whether to transmit a packet or not in communication networks. Our results show that these two features can be encompassed in the subgradient method for the Lagrange dual problem by the use of stochastic and $epsilon$-subgradients. One of the appealing features of our approach is that it decouples the choice of a control action from a specific choice of subgradient, which allows us to design control policies without changing the underlying convex updates. Two classes of discrete control policies are presented: one that can make discrete actions by looking only at the system's current state, and another that selects actions using blocks. The latter class is useful for handling systems that have constraints on the order in which actions are selected.

Full work available at URL: https://arxiv.org/abs/1701.02414

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Discrete-time control/observation systems (93C55)

Cited In (6)

• A discrete meta-control procedure for approximating solutions to binary programs
• Optimal Control on Disconnected Sets Using Extreme Point Relaxations and Normality Approximations
• Fully discrete schemes for monotone optimal control problems
• Title not available (Why is that?)
• Discrete optimal control with aggregative pole placement
• Discrete variational optimal control

This page was built for publication: A Convex Optimization Approach to Discrete Optimal Control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4614005)