scholarly journals Motion Planning for Continuous-Time Stochastic Processes: A Dynamic Programming Approach

2016 ◽  
Vol 61 (8) ◽  
pp. 2155-2170 ◽  
Author(s):  
Peyman Mohajerin Esfahani ◽  
Debasish Chatterjee ◽  
John Lygeros
Author(s):  
Ashis Gopal Banerjee ◽  
Wolfgang Losert ◽  
Satyandra K. Gupta

Automated transport of multiple particles using optical tweezers requires the use of motion planning to move them simultaneously while avoiding collisions amongst themselves and with randomly moving obstacles. This paper develops a decoupled and prioritized stochastic dynamic programming based motion planning framework by sequentially applying a partially observable Markov decision process algorithm on every particle that needs to be transported. An iterative version of a maximum bipartite graph matching algorithm is used to assign given goal locations to such particles. The algorithm for individual particle transport is validated using silica beads in a holographic tweezer set-up. Once the individual plans are computed, a three-step method consisting of clustering, classification, and branch and bound optimization is employed to determine the final collision-free paths. Simulation results in the form of sample trajectories and performance characterization plots are presented to illustrate the usefulness of the developed approach.


Author(s):  
Tomas Björk

In this chapter we present the dynamic programming approach to optimal stopping problems. We start by presenting the discrete time theory, deriving the relevant Bellman equation. We present the Snell envelope and prove the Snell Envelope Theorem. For Markovian models we explore the connection to alpha-excessive functions. The continuous time theory is presented by deriving the free boundary value problem connected to the stopping problem, and we also derive the associated system of variational inequalities. American options are discussed in some detail.


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