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Symmetry reduction for dynamic programming
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DOI：10.1016/j.automatica.2018.08.024.png)
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摘要
En 中文
We present a method of exploiting symmetries of discrete-time optimal control problems to reduce the dimensionality of dynamic programming iterations. The results are derived for systems with continuous state variables, and can be applied to systems with continuous or discrete symmetry groups. We prove that symmetries of the state update equation and stage costs induce corresponding symmetries of the optimal cost function and the optimal policies. We then provide a general framework for computing the optimal cost function based on gridding a space of lower dimension than the original state space. This method does not require algebraic manipulation of the state update equations; it only requires knowledge of the symmetries that the state update equations possess. Since the method can be performed without any knowledge of the state update map beyond being able to evaluate it and verify its symmetries, this enables the method to be applied in a wide range of application problems. We illustrate these results on two six-dimensional optimal control problems that are computationally difficult to solve by dynamic programming without symmetry reduction. (C) 2018 Elsevier Ltd. All rights reserved.
Keyword:
Optimal control
Dynamic programming
Invariant systems
Model reduction
Path planning
Medical applications
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期刊
IF:
5.9
论文数:
1.2W
被引数:
5.2W
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