Heuristic Search for Linear Positive Systems

2024/10/22 by Ohlin, David, Rantzer, Anders, Tegling, Emma · 2 citations
#93-10 #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.2410.17220

Abstract

This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain class of linear systems. This is used to construct a heuristic search framework for this class of linear systems inspired by existing methods for SSP. We propose a heuristics-based algorithm for finding local solutions to the analyzed class of optimal control problems with positive state and linear dynamics. More fundamentally, the results allow for analysis of the conditions for explicit solutions to the Bellman equation utilized by heuristic search methods.

Cited by

• Minimax adaptive control for finite sets of positive linear systems
• On Exact Solutions to the Linear Bellman Equation

Related

• Optimal Control of Linear Cost Networks
• Adaptive Control of Positive Systems with Application to Learning SSP
• Minimax Linear Optimal Control of Positive Systems
• Exact Dynamic Programming for Positive Systems with Linear Optimal Cost
• On Exact Solutions to the Linear Bellman Equation