Structural application of dynamic programming to discrete control problems
Antonio A. Alonso, Jean-Louis Calvet, José Luis García Giménez · 2001
The paper deals with computational dynamic programming methods for the optimal control of dynamical systems with discrete time. An alternative way of solving functional equations is considered. Emphasis is laid on sparsity properties of the system under study, the set of transitions between successive states are described by a banded system or systems where they are not described by explicit transition equations. Numerical simulations are run and a performance evaluation shows the potentiality of some proposed methods.