Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms

DOI10.1016/j.automatica.2010.10.006zbMath1219.93146OpenAlexW1993819066MaRDI QIDQ716117

William M. McEneaney

Publication date: 19 April 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.10.006

zbMATH Keywords

dynamic programmingidempotentstochastic controlnonlinearnumericalmax-plustropical

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (3)

Idempotent Expansions for Continuous-Time Stochastic Control ⋮ min-max spaces and complexity reduction in min-max expansions ⋮ Minimax representation of nonexpansive functions and application to zero-sum recursive games

Cites Work

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• Max-plus methods for nonlinear control and estimation.
• Minimax algebra
• A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs
• Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton–Jacobi–Bellman PDEs Represented as Maxima of Quadratic Forms
• The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis
• Max-Plus Eigenvector Methods for Nonlinear H$_\infty$ Problems: Error Analysis
• A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering
• Measures, Integrals and Martingales

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