A novel stable value iteration-based approximate dynamic programming algorithm for discrete-time nonlinear systems

2018 ◽  
Vol 27 (1) ◽  
pp. 010203
Author(s):  
Yan-Hua Qu ◽  
An-Na Wang ◽  
Sheng Lin
Keyword(s):  
Dynamic Programming ◽  
Nonlinear Systems ◽  
Discrete Time ◽  
Approximate Dynamic Programming ◽  
Dynamic Programming Algorithm ◽  
Programming Algorithm ◽  
Value Iteration

scholarly journals Multi-objective dynamic programming with limited precision

2021 ◽  
Author(s):  
L. Mandow ◽  
J. L. Perez-de-la-Cruz ◽  
N. Pozas
Keyword(s):  
Dynamic Programming ◽  
Pareto Front ◽  
Dynamic Programming Algorithm ◽  
Programming Algorithm ◽  
Value Iteration ◽  
Multi Objective ◽  
All Solutions ◽  
Markov Decision ◽  
Objective Value ◽  
Limited Precision

AbstractThis paper addresses the problem of approximating the set of all solutions for Multi-objective Markov Decision Processes. We show that in the vast majority of interesting cases, the number of solutions is exponential or even infinite. In order to overcome this difficulty we propose to approximate the set of all solutions by means of a limited precision approach based on White’s multi-objective value-iteration dynamic programming algorithm. We prove that the number of calculated solutions is tractable and show experimentally that the solutions obtained are a good approximation of the true Pareto front.

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