Autor:

Díaz, Henry ; Sala, Antonio ; Armesto, Leopoldo

Współtwórca:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Tytuł:

A linear programming methodology for approximate dynamic programming

Tytuł publikacji grupowej:

AMCS, volume 30 (2020)

Temat i słowa kluczowe:

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.

Wydawca:

Zielona Góra: Uniwersytet Zielonogórski

Data wydania:

2020

Typ zasobu:

artykuł

DOI:

10.34768/amcs-2020-0028

Strony:

363-375

Źródło:

AMCS, volume 30, number 2 (2020) ; kliknij tutaj, żeby przejść

Jezyk:

eng

Licencja CC BY 4.0:

kliknij tutaj, żeby przejść

Prawa do dysponowania publikacją:

Biblioteka Uniwersytetu Zielonogórskiego