文章基本信息

标题：A Consensus Approach to Dynamic Programming
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作者：Mattia Laurini ; Luca Consolini ; Marco Locatelli 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2017
卷号：50
期号：1
页码：8435-8440
DOI：10.1016/j.ifacol.2017.08.735
语种：English
出版社：Elsevier
摘要：AbstractMotivated by the finite element formulation of the Hamilton-Jacobi-Bellman (HJB) equation, we introduce a consensus algorithm to compute the solution of a class of optimization problems that can be solved with a fixed point iteration. The proposed algorithm reduces the computational cost in terms of elementary operations with respect to a complete fixed point iteration. We provide theoretical results on maximum error rate and on the convergence of the algorithm. As an application, we compute the minimum-time solution for a parking maneuver of a car-like vehicle, comparing the fixed point iteration with the consensus iteration.
关键词：Keywordsdynamic programmingcommunication networksdirected graphsoptimization problemsnonlinear systemsnumerical methodsconvergence proofs