Separable Dynamic Programming and Approximate Decomposition Methods
Separable Dynamic Programming and Approximate Decomposition Methods
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可分离动态规划和近似分解方法
DOI：
10.1109/tac.2007.895901
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发表时间：
2007
影响因子：
6.8
通讯作者：
D. Bertsekas
中科院分区：
文献类型：
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作者：
D. Bertsekas
我们考虑控制，规划和资源分配问题，涉及几个独立的子系统，通过控制/决策约束耦合。我们讨论了一步前瞻方法，使用近似的成本去功能来自单一的子系统问题的解决方案。我们提出了一种新的方法来构建这样的近似，并推导出相关的次优政策的性能上的界限。然后，我们专门这种方法的目标管，有一个盒子（子系统管的笛卡尔产品）的形式的可达性问题。因此，我们得到内部近似管，这是一个有限数量的盒子，每个涉及单个子系统计算的工会
We consider control, planning, and resource allocation problems involving several independent subsystems that are coupled through a control/decision constraint. We discuss one-step lookahead methods that use an approximate cost-to-go function derived from the solution of single subsystem problems. We propose a new method for constructing such approximations, and derive bounds on the performance of the associated suboptimal policies. We then specialize this method to problems of reachability of target tubes that have the form of a box (a Cartesian product of subsystem tubes). We thus obtain inner approximating tubes, which are the union of a finite number of boxes, each involving single subsystem calculations