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conference paper

Approximate dynamic programming for stochastic reachability

Kariotoglou, N.
•
Summers, S.
•
Summers, T.
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2013
Proceedings of the European Control Conference 2013
2013 European Control Conference, ECC 2013

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. © 2013 EUCA.

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Type
conference paper
DOI
10.23919/ecc.2013.6669603
Author(s)
Kariotoglou, N.
Summers, S.
Summers, T.
Kamgarpour, Maryam  
Lygeros, J.
Date Issued

2013

Published in
Proceedings of the European Control Conference 2013
Start page

584

End page

589

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
SYCAMORE  
Event nameEvent date
2013 European Control Conference, ECC 2013

2013

Available on Infoscience
December 1, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/183384
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