Díaz, Henry ; Sala, Antonio ; Armesto, Leopoldo
Contributor:Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Title:A linear programming methodology for approximate dynamic programming
Group publication title: Subject and Keywords:linear programming ; approximate dynamic programming ; control applications ; neural networks
Abstract:The linear programming (LP) approach to solve the Bellman equation in dynamic programming is a well-known option for finite state and input spaces to obtain an exact solution. However, with function approximation or continuous state spaces, refinements are necessary. This paper presents a methodology to make approximate dynamic programming via LP work in practical control applications with continuous state and input spaces. There are some guidelines on data and regressor choices needed to obtain meaningful and well-conditioned value function estimates. ; The work discusses the introduction of terminal ingredients and computation of lower and upper bounds of the value function. An experimental inverted-pendulum application will be used to illustrate the proposal and carry out a suitable comparative analysis with alternative options in the literature.
Publisher:Zielona Góra: Uniwersytet Zielonogórski
Date: Resource Type: DOI: Pages: Source:AMCS, volume 30, number 2 (2020) ; click here to follow the link
Language: License CC BY 4.0: Rights: