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https://doi.org/10.1109/tcns.2...
Article . 2025 . Peer-reviewed
License: IEEE Copyright
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2023
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
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Approximate Dynamic Programming With Feasibility Guarantees

Authors: Alexander Engelmann; Maísa Beraldo Bandeira; Timm Faulwasser;

Approximate Dynamic Programming With Feasibility Guarantees

Abstract

Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In applications, these schemes, however, often require solving large-scale optimization problems. Iterative techniques from distributed optimization are frequently proposed for complexity reduction. Yet, they achieve feasibility only asymptotically, which induces a substantial computational burden. This work presents an approximate dynamic programming scheme, which is guaranteed to deliver a feasible solution in "one shot", i.e., in one backward-forward iteration over all subproblems provided they are coupled by a tree structure. Our proposed scheme generalizes methods from seemingly disconnected domains such as power systems and optimal control. We demonstrate its efficacy for problems with nonconvex constraints via numerical examples from both domains.

Keywords

Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, Systems and Control (eess.SY), Mathematics - Optimization and Control, Electrical Engineering and Systems Science - Systems and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
Green