A New Adaptive Aggregation Algorithm for Infinite Horizon Dynamic Programming
Baras, John, S.
Date: June 17 - June 20, 2003
Dynamic programming suffers the “curse of dimensionality” when it is employed for complex control systems. State aggregation is used to solve the problem and accelerate computation by looking for a sub-optimal policy. In this paper, a new method, which converges much faster than conventional aggregated value iteration based on TD(0), is proposed for computing the value functions of the aggregated system. Preliminary results show that the new method increases the speed of convergence impressively. Aggregation introduces errors inevitably. An adaptive aggregation scheme employing the new computation method is also proposed to reduce the aggregation errors.Download Full Paper