Approximate Dynamic Programming via Sum of Squares Programming

We describe an approximate dynamic programming method for stochastic control problems on infinite state and input spaces. The optimal value function is approximated by a linear combination of basis functions with coefficients as decision variables. By relaxing the Bellman equation to an inequality, one obtains a linear program in the basis coefficients with an infinite set of constraints. We show that a recently introduced method, which obtains convex quadratic value function approximations, can be extended to higher order polynomial approximations via sum of squares programming techniques. An approximate value function can then be computed offline by solving a semidefinite program, without having to sample the infinite constraint. The policy is evaluated online by solving a polynomial optimization problem, which also turns out to be convex in some cases. We experimentally validate the method on an autonomous helicopter testbed using a 10-dimensional helicopter model.Comment: 7 pages, 5 figures. Submitted to the 2013 European Control Conference, Zurich, Switzerlan

Dynamic Programming on Nominal Graphs

Many optimization problems can be naturally represented as (hyper) graphs, where vertices correspond to variables and edges to tasks, whose cost depends on the values of the adjacent variables. Capitalizing on the structure of the graph, suitable dynamic programming strategies can select certain orders of evaluation of the variables which guarantee to reach both an optimal solution and a minimal size of the tables computed in the optimization process. In this paper we introduce a simple algebraic specification with parallel composition and restriction whose terms up to structural axioms are the graphs mentioned above. In addition, free (unrestricted) vertices are labelled with variables, and the specification includes operations of name permutation with finite support. We show a correspondence between the well-known tree decompositions of graphs and our terms. If an axiom of scope extension is dropped, several (hierarchical) terms actually correspond to the same graph. A suitable graphical structure can be found, corresponding to every hierarchical term. Evaluating such a graphical structure in some target algebra yields a dynamic programming strategy. If the target algebra satisfies the scope extension axiom, then the result does not depend on the particular structure, but only on the original graph. We apply our approach to the parking optimization problem developed in the ASCENS e-mobility case study, in collaboration with Volkswagen. Dynamic programming evaluations are particularly interesting for autonomic systems, where actual behavior often consists of propagating local knowledge to obtain global knowledge and getting it back for local decisions.Comment: In Proceedings GaM 2015, arXiv:1504.0244