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.

A multigraph-based selective update method for the efficient solution of dynamic programming / Laurini, M; Consolini, L; Locatelli, M. - ELETTRONICO. - (2018), pp. 5916-5921. ((Intervento presentato al convegno IEEE CONFERENCE ON DECISION & CONTROL.

A multigraph-based selective update method for the efficient solution of dynamic programming

Laurini, M;Consolini, L;Locatelli, M
2018

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.
A multigraph-based selective update method for the efficient solution of dynamic programming / Laurini, M; Consolini, L; Locatelli, M. - ELETTRONICO. - (2018), pp. 5916-5921. ((Intervento presentato al convegno IEEE CONFERENCE ON DECISION & CONTROL.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11381/2876133
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