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Mathematics > Optimization and Control

arXiv:2212.00249 (math)
[Submitted on 1 Dec 2022]

Title:Optimal Control From Inverse Scattering via Single-Sided Focusing

Authors:Michael D. Schneider, Caleb Miller, George F. Chapline, Jane Pratt, Dan Merl
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Abstract:We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic control problems in the class of linear Markov decision processes and quantum inverse scattering. We introduce a practical online computational method to solve for a potential function that informs optimal agent actions. This approach suggests that optimal control problems, including those with many degrees of freedom, can be solved with parallel computations.
Comments: 6 pages, 2 figures
Subjects: Optimization and Control (math.OC); Exactly Solvable and Integrable Systems (nlin.SI)
Report number: LLNL-JRNL-841953
Cite as: arXiv:2212.00249 [math.OC]
  (or arXiv:2212.00249v1 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.2212.00249

Submission history

From: Michael Schneider [view email]
[v1] Thu, 1 Dec 2022 03:32:04 UTC (1,408 KB)
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