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Dynamic programming and optimal control by Dimitri P. Bertsekas

Dynamic programming and optimal control Dimitri P. Bertsekas ebook
Page: 281
Format: pdf
ISBN: 1886529264, 9781886529267
Publisher: Athena Scientific

Provides a dynamic programming example solution, introduces the cost-to-go. Applications of dynamic programming in a variety of fields will be covered in recitations. We will consider optimal control of a dynamical system over both a finite and an infinite number of stages. The dynamic programming technique is applied to find the optimal controller in the inner loop while the component parameters are optimized iteratively in the outer loop. Keywords: Optimal control, Dynamic programming, discontinuous viscosity solutions. Optimal control for the analogous discrete time state equations. Alternatively, we might simply iterate through every single combination of items, but while this finds the optimal solution, it also grows with exponential complexity as we have more items in the set. Dynamic programming (or DP) is a powerful optimization technique that consists of breaking a problem down into smaller sub-problems, where the sub-problems are not independent. Discrete problem by Bellman equation, Dynamic Programming. In the Markov case, our result is tailor-made for the derivation of the dynamic programming equation in the sense of viscosity solutions. The techniques are very popular within operations research and control theory.