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Hierarchically accelerated dynamic programming for finite-state machines

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2 Author(s)
Gang Shen ; Motorola Inc., Schaumburg, IL, USA ; Caines, P.E.

A procedure called hierarchically accelerated dynamic programming (HADP) is presented which, at the cost of a degree of suboptimality, can significantly accelerate dynamic programming algorithms for discrete event systems modeled by finite-state machines (FSMs). The methodology is based. upon the (possibly iterated) dynamical abstraction of a given FSM by state aggregation in order to generate a so-called partition machine hierarchy. Necessary and sufficient conditions for the HADP procedure to generate globally optimal solutions are given as well as bounds on the degree of suboptimality of the method. A group of examples called the Broken Manhattan Grid problems is used to illustrate an implementation of HADP with two and three level hierarchies. A set of open problems is described concerning the construction and selection of the partition machine abstractions and the improvement of the estimation of HADP suboptimality

Published in:

Automatic Control, IEEE Transactions on  (Volume:47 ,  Issue: 2 )

Date of Publication:

Feb 2002

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