Lebesgue-Sampling-Based Optimal Control Problems With Time Aggregation

We formulate the Lebesgue-sampling-based optimal control problem. We show that the problem can be solved by the time aggregation approach in Markov decision processes (MDP) theory. Policy-iteration-based and reinforcement-learning-based methods are developed for the optimal policies. Both analytical...

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Veröffentlicht in:IEEE transactions on automatic control 2011-05, Vol.56 (5), p.1097-1109
Hauptverfasser: XU, Yan-Kai, CAO, Xi-Ren
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description We formulate the Lebesgue-sampling-based optimal control problem. We show that the problem can be solved by the time aggregation approach in Markov decision processes (MDP) theory. Policy-iteration-based and reinforcement-learning-based methods are developed for the optimal policies. Both analytical solutions and sample-path-based algorithms are given. Compared to the periodic-sampling scheme, the Lebesgue sampling scheme improves system performance.
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subjects Agglomeration
Aggregation
Algorithms
Applied sciences
Artificial intelligence
Automatic control
Boundary conditions
Calculus of variations and optimal control
Computer science
control theory
systems
Cost function
Decision theory. Utility theory
Equations
Exact sciences and technology
Markov decision processes (MDPs)
Markov processes
Mathematical analysis
Mathematical model
Mathematics
Operational research and scientific management
Operational research. Management science
Optimal control
Optimization
performance potentials
Probability and statistics
Probability theory and stochastic processes
reinforcement learning
Sampling
Sciences and techniques of general use
title Lebesgue-Sampling-Based Optimal Control Problems With Time Aggregation
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