Application of Recent Approximate Dynamic Programming Methods for Navigation Problems

Approximate Dynamic Programming for High-Dimensional Problems

There is a wide range of simulation problems that involve making decisions during the simulation, where we would like to make the best decisions possible, taking into account not only what we know when we make the decision, but also the impact of the decision on the future. Such problems can be formulated as dynamic programs, stochastic programs and optimal control problems, but these technique...

Approximate Dynamic Programming for Storage Problems

Storage problems are an important subclass of stochastic control problems. This paper presents a new method, approximate dynamic programming for storage, to solve storage problems with continuous, convex decision sets. Unlike other solution procedures, ADPS allows math programming to be used to make decisions each time period, even in the presence of large state variables. We test ADPS on the d...

The application of Approximate Dynamic Programming techniques

Navigation In GPS-Denied Environments Using Approximate Dynamic Programming

Controlling a mobile vehicle to navigate in GPS-denied environments introduces a challenging partially observable control problem with complex constraints. This report presents a combination of various suboptimal control schemes such as open loop feedback control (OLFC), certainty equivalent control (CEC), model predictive control (MPC), and using expected values of estimates as full states to ...

Approximate Dynamic Programming for Large-Scale Resource Allocation Problems

We present modeling and solution strategies for large-scale resource allocation problems that take place over multiple time periods under uncertainty. In general, the strategies we present formulate the problem as a dynamic program and replace the value functions with tractable approximations. The approximations of the value functions are obtained by using simulated trajectories of the system a...