Computing policies and performance bounds for deterministic dynamic programs using mixed integer programming
Conferences & Talks

• Haitham Hindi

ACC 2011

4 February 2011

description

We present a method for computing control policies and performance bounds for deterministic finite-state/finite-action dynamic programs, with the infinite horizon discounted cost, using a receding horizon approach. The computations are done by solving mixed integer programs of moderate size. The efficacy of the proposed technique is demonstrated on a job-shop scheduling example.