Parallel processing of optimal-control problems by dynamic programming

Abstract A method is presented for the parallel evaluation of optimal-control problems using an iterative method of dynamic programming. The procedure is based on the application of the interaction prediction principle by which the global optimal-control problem is reduced to the optimization of subproblems. Each of these problems is locally optimized using successive approximations of single-variable state-increment dynamic-programming problems. Examples of the parallel solution of multivariable, constrained, nonlinear problems for which the computation is carried out on a microcomputer are given.

[1]  R. Larson.  Dynamic programming with reduced computational requirements , 1965 .

[2]  Robert E. Larson,et al.  State increment dynamic programming , 1968 .

[3]  Guy Cohen,et al.  Optimal control of a water distribution network by two multilevel methods , 1980, Autom..

[4]  Clifford Hildreth,et al.  A quadratic programming procedure , 1957 .

[5]  Stuart E. Dreyfus,et al.  Applied Dynamic Programming , 1965 .

[6]  Manvinder Singh.  Commande hiérarchisée, en boucle fermée, par quasilinéarisation, pour systèmes non-linéairesHierarchische regelung für nichtlineare systeme unter benutzung der quasilinearisierung , 1975 .

[7]  Madan G. Singh,et al.  Dynamical Hierarchical Control , 1977 .

[8]  Donald E. Kirk,et al.  Optimal Control Theory , 1970 .

[9]  H. Mine,et al.  Decomposition of mathematical programming problems by dynamic programming and its application to block-diagonal geometric programs , 1970 .

[10]  A. Titli,et al.  Brief paper: Closed loop hierarchical control for non-linear systems using quasilinearisation , 1975 .

[11]  R. Bellman.  Dynamic programming. , 1957, Science.

[12]  B. McInnis,et al.  An algorithm for parallel processing of the state increment dynamic programming problem , 1978, 1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes.

[13]  Leon S. Lasdon,et al.  Optimization Theory of Large Systems , 1970 .

[14]  G. Cohen.  Optimization by decomposition and coordination: A unified approach , 1978 .

[15]  Madan G. Singh,et al.  Comparisons of practical hierarchical control methods for interconnected dynamical systems , 1975, Autom..

[16]  George L. Nemhauser,et al.  Introduction To Dynamic Programming , 1966 .

[17]  R. E. Larson,et al.  A dynamic programming successive approximations technique with convergence proofs , 1970 .

[18]  G. Cohen.  On an algorithm of decentralized optimal control , 1977 .

[19]  M. Mesarovic,et al.  Coordinability of dynamic systems , 1969 .