Massimo Tipaldi , Raffaele Iervolino , Paolo Roberto Massenio , David Naso
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A switching control strategy for policy selection in stochastic Dynamic Programming problems
This paper presents a switching control strategy as a criterion for policy selection in stochastic Dynamic Programming problems over an infinite time horizon. In particular, the Bellman operator, applied iteratively to solve such problems, is generalized to the case of stochastic policies, and formulated as a discrete-time switched affine system. Then, a Lyapunov-based policy selection strategy is designed to ensure the practical convergence of the resulting closed-loop system trajectories towards an appropriately chosen reference value function. This way, it is possible to verify how the chosen reference value function can be approached by using a stabilizing switching signal, the latter defined on a given finite set of stationary stochastic policies. Finally, the presented method is applied to the Value Iteration algorithm, and an illustrative example of a recycling robot is provided to demonstrate its effectiveness in terms of convergence performance.
期刊介绍:
Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field.
After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience.
Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.