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

Details

Event To be presented at ACC 2011

Authors

Hindi, Haitham
Technical Publications
June 30th 2011
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.

Citation

Cogill, R.; Hindi, H. Computing policies and performance bounds for deterministic dynamic programs using mixed integer programming. American Control Conference (ACC); 2011 June 29 - July 1; San Francisco CA.

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