Separable Approximations of Optimal Value Functions Under a Decaying Sensitivity Assumption
- Resource Type
- Conference
- Authors
- Sperl, Mario; Saluzzi, Luca; Grune, Lars; Kalise, Dante
- Source
- 2023 62nd IEEE Conference on Decision and Control (CDC) Decision and Control (CDC), 2023 62nd IEEE Conference on. :259-264 Dec, 2023
- Subject
- Computing and Processing
Power, Energy and Industry Applications
Robotics and Control Systems
Sensitivity
Optimal control
Artificial neural networks
- Language
- ISSN
- 2576-2370
An efficient approach for the construction of separable approximations of optimal value functions from interconnected optimal control problems is presented. The approach is based on assuming decaying sensitivities between subsystems, enabling a curse-of-dimensionality free approximation, for instance by deep neural networks.