A New Adaptive Aggregation Algorithm for Infinite Horizon Dynamic Programming

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dc.contributor.authorZhang, Changen_US
dc.contributor.authorBaras, John S.en_US
dc.contributor.departmentISRen_US
dc.contributor.departmentCSHCNen_US
dc.date.accessioned2007-05-23T10:11:15Z
dc.date.available2007-05-23T10:11:15Z
dc.date.issued2001en_US
dc.description.abstractDynamic programming suffers the "curse of dimensionality" when it isemployed for complex control systems. State aggregation is used to solvethe problem and acceleratecomputation by looking for a sub-optimal policy. In this paper, a new method, which converges much faster thanconventional aggregated value iteration based on TD(0), is proposed for computing the valuefunctions of theaggregated system. Preliminary results show that the new method increases thespeed of convergence impressively. Aggregation introduces errorsinevitably. An adaptive aggregation scheme employing the newcomputation method isalso proposed to reduce the aggregation errors.en_US
dc.format.extent481223 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/6228
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 2001-12en_US
dc.relation.ispartofseriesCSHCN; TR 2001-5en_US
dc.subjectGlobal Communication Systemsen_US
dc.titleA New Adaptive Aggregation Algorithm for Infinite Horizon Dynamic Programmingen_US
dc.typeTechnical Reporten_US

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