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arXiv · 1703.06485

Near Optimal Hamiltonian-Control and Learning via Chattering

Peeyush Kumar·Wolf Kohn·Zelda B. Zabinsky
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Abstract

Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback strategy. The optimal control problem reduces to a series of linear optimization programs that can be easily solved to recover a relaxed optimal trajectory. This algorithm is implemented on a real-time enterprise scheduling and control process.

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Peeyush Kumar, Wolf Kohn, Zelda B. Zabinsky. 2017-03-19. Near Optimal Hamiltonian-Control and Learning via Chattering. https://arxiv.org/abs/1703.06485

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