Temporal Parallelization of Dynamic Programming and Linear Quadratic Control

DOI10.1109/TAC.2022.3147017MaRDI QIDQ6092993zbMATH OpenOpenAlexFDO

Authors Simo Särkkä, Ángel F. García-Fernández

Publication date 6 September 2023

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

Full work available at URL https://arxiv.org/abs/2104.03186

zbMATH Keywords

associative operatordynamic programminggraphics processing unit (GPU)multicore processingoptimal controlparallel computing

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with logarithmic time complexity rather than linear time complexity. We apply this methodology to problems with finite state and control spaces, linear quadratic tracking control problems, and to a class of nonlinear control problems. The computational benefits of the parallel methods are demonstrated via numerical simulations run on a graphics processing unit.

Cited in

(4)

• Temporal linear relaxation in IBM ILOG CP optimizer
• scientific article; zbMATH DE number 17445 (Why is no real title available?)
• On temporal decomposition for parallel solution of equality constrained optimal control problems
• Multitime dynamic programming for curvilinear integral actions

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