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Recursive State-Value Function: A Method to Reduce the Complexity of Online Computation of Dynamic Programming

Authors: Wei Liao; Xiaohui Wei; Jizhou Lai; Hao Sun;

Recursive State-Value Function: A Method to Reduce the Complexity of Online Computation of Dynamic Programming

Abstract

This paper proposed a method to reduce the computation quantity of dynamic programming to make the time consumption be acceptable for on-line control. The proposed method is the combination of model predictive control and state-value function. This method consist of two parts, the off-line part and the on-line part, where the former part is to generate an approximation of $k$ -step recursive state-value function which represents the cumulative reward from a state in $k$ steps under the optimal control policy, and the latter part is to work out the best action in real time using the $k$ -step recursive state-value function both individually and in combination with MPC. At the end of this paper, some numerical examples are taken to illustrate the effectiveness of our method. Results show that compared to model predictive control and deep Q-learning, our method has some superiority.

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Keywords

state-value function, model predictive control, Electrical engineering. Electronics. Nuclear engineering, Dynamic programming, TK1-9971

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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
gold