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.
Separable Approximations of Optimal Value Functions Under a Decaying Sensitivity Assumption
Saluzzi, Luca;Kalise, Dante
2023
Abstract
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.File in questo prodotto:
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