Title
A Jacobi-Like Acceleration For Dynamic Programming
Abstract
The Hamilton-Jacobi-Bellman (HJB) equation provides a general method to solve optimal control problems. Since the HJB equation is a nonlinear partial differential equation, a closed form solution does not exist for the general case and various numerical procedures have been developed for its solution. Some recent approaches, after some simplifications, convert the problem into a fixed-point iteration. One problem related to the iteration is that its convergence speed is rather poor. We propose a Jacobi-like acceleration that allows to improve the convergence speed. As an application, we compute the minimum-time solution of a parking maneuver for a car-like vehicle with bounded velocity and steering angle.
Year
Venue
Field
2016
2016 IEEE 55TH CONFERENCE ON DECISION AND CONTROL (CDC)
Hamilton–Jacobi–Bellman equation,Convergence (routing),Dynamic programming,Order of accuracy,Mathematical optimization,Optimal control,Control theory,Computer science,Acceleration,Partial differential equation,Bounded function
DocType
ISSN
Citations 
Conference
0743-1546
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Mattia Laurini132.77
Piero Micelli201.01
Luca Consolini327631.16
Marco Locatelli492680.28