Separable approximations of optimal value functions under a decaying sensitivity assumption
File(s) NN_Separable_Value_function.pdf (1.05 MB)
Accepted version
Author(s)
Sperl, Mario
Saluzzi, Luca
Gruene, Lars
Kalise, Dante
Type
Conference Paper
Abstract
An efficient approach for the construction of separable approximations of optimal value functions from interconnected optimal control problems is presented. The approach is based on assuming decaying sensitivities between subsystems, enabling a curse-of-dimensionality free approximation, for instance by deep neural networks.
Date Issued
2024-01-19
Date Acceptance
2023-12-01
Citation
2023 62nd IEEE Conference on Decision and Control (CDC), 2024, pp.259-264
ISSN
0743-1546
Publisher
IEEE
Start Page
259
End Page
264
Journal / Book Title
2023 62nd IEEE Conference on Decision and Control (CDC)
Copyright Statement
Copyright © 2023 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Source
62nd IEEE Conference on Decision and Control (CDC)
Subjects
Automation & Control Systems
Engineering
Engineering, Electrical & Electronic
EXPONENTIAL DECAY
LYAPUNOV FUNCTIONS
Science & Technology
Technology
Publication Status
Published
Start Date
2023-12-13
Finish Date
2023-12-15
Coverage Spatial
Singapore
