Note: This content is accessible to all versions of every browser. However, this browser does not seem to support current Web standards, preventing the display of our site's design details.

  

Approximate dynamic programming for stochastic reachability

Author(s):

N. Kariotoglou, S. Summers, T.H. Summers, M. Kamgarpour, J. Lygeros
Conference/Journal:

European Control Conference (ECC), Zurich, Switzerland, pp. 584-589, July 17-19, 2013
Abstract:

In this work we illustrate how approximate dynamic programing can be utilized to address problems of stochastic reachability in infinite state and control spaces. In particular we focus on the reach-avoid problem and approximate the value function on a linear combination of radial basis functions. In this way we get significant computational advantages with which we obtain tractable solutions to problems that cannot be solved via generic space gridding due to the curse of dimensionality. Numerical simulations indicate that control policies coming as a result of approximating the value function of stochastic reachability problems achieve close to optimal performance.

Year:

2013
Type of Publication:

(01)Article
Supervisor:

J. Lygeros

File Download:

Request a copy of this publication.
(Uses JavaScript)
% Autogenerated BibTeX entry
@InProceedings { KarEtal:2013:IFA_4454,
    author={N. Kariotoglou and S. Summers and T.H. Summers and M. Kamgarpour and J.
	  Lygeros},
    title={{Approximate dynamic programming for stochastic reachability}},
    booktitle={European Control Conference (ECC)},
    pages={584--589},
    year={2013},
    address={Zurich, Switzerland},
    month=jul,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=4454}
}
Permanent link