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A linear programming methodology for approximate dynamic programming

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A linear programming methodology for approximate dynamic programming

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dc.contributor.author Diaz, Henry es_ES
dc.contributor.author Sala, Antonio es_ES
dc.contributor.author Armesto Ángel, Leopoldo es_ES
dc.date.accessioned 2021-07-10T03:30:29Z
dc.date.available 2021-07-10T03:30:29Z
dc.date.issued 2020-06 es_ES
dc.identifier.uri http://hdl.handle.net/10251/169054
dc.description.abstract [EN] The linear programming (LP) approach to solve the Bellman equation in dynamic programming is a well-known option for finite state and input spaces to obtain an exact solution. However, with function approximation or continuous state spaces, refinements are necessary. This paper presents a methodology to make approximate dynamic programming via LP work in practical control applications with continuous state and input spaces. There are some guidelines on data and regressor choices needed to obtain meaningful and well-conditioned value function estimates. The work discusses the introduction of terminal ingredients and computation of lower and upper bounds of the value function. An experimental inverted-pendulum application will be used to illustrate the proposal and carry out a suitable comparative analysis with alternative options in the literature. es_ES
dc.description.sponsorship The authors are grateful for the financial support of the Spanish Ministry of Economy and the European Union, grant DPI2016-81002-R (AEI/FEDER, UE), and the PhD grant from the Government of Ecuador (SENESCYT). es_ES
dc.language Inglés es_ES
dc.publisher De Gruyter Open Sp. z o.o. es_ES
dc.relation MINECO/DPI2016-81002-R es_ES
dc.relation.ispartof International Journal of Applied Mathematics and Computer Science (Online) es_ES
dc.rights Reconocimiento - No comercial - Sin obra derivada (by-nc-nd) es_ES
dc.subject Linear programming es_ES
dc.subject Approximate dynamic programming es_ES
dc.subject Control applications es_ES
dc.subject Neural networks es_ES
dc.subject.classification INGENIERIA DE SISTEMAS Y AUTOMATICA es_ES
dc.title A linear programming methodology for approximate dynamic programming es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.34768/amcs-2020-0028 es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Ingeniería de Sistemas y Automática - Departament d'Enginyeria de Sistemes i Automàtica es_ES
dc.description.bibliographicCitation Diaz, H.; Sala, A.; Armesto Ángel, L. (2020). A linear programming methodology for approximate dynamic programming. International Journal of Applied Mathematics and Computer Science (Online). 30(2):363-375. https://doi.org/10.34768/amcs-2020-0028 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.34768/amcs-2020-0028 es_ES
dc.description.upvformatpinicio 363 es_ES
dc.description.upvformatpfin 375 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 30 es_ES
dc.description.issue 2 es_ES
dc.identifier.eissn 2083-8492 es_ES
dc.relation.pasarela S\429228 es_ES
dc.contributor.funder European Regional Development Fund es_ES
dc.contributor.funder Ministerio de Economía y Competitividad es_ES
dc.contributor.funder Secretaría de Educación Superior, Ciencia, Tecnología e Innovación, Ecuador es_ES


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