Paper Info
Title
A Multigraph-Based Selective Update Method For The Efficient Solution Of Dynamic Programming
Abstract
We consider a class of nonlinear equations that are related to the numerical solution of the Hamilton-Jacobi-Bellman equation for dynamic programming. Equations of this class can be solved with a simple fixed-point iteration, however this method may have slow convergence. We present two main contributions for increasing the efficiency of the solution: a simple preconditioning, inspired by the Jacobi method, and a selective node update procedure that reduces the number of required elementary operations.
Year
DOI
Venue
2018
10.1109/CDC.2018.8619023
2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC)
Field
DocType
ISSN
Convergence (routing),Dynamic programming,Mathematical optimization,Nonlinear system,Multigraph,Jacobi method,Computer science
Conference
0743-1546
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Mattia Laurini132.77
Luca Consolini227631.16
Marco Locatelli392680.28