1. Symbolic Dynamic Programming for Continuous State MDPs with Linear Program Transitions
- Author
-
Scott Sanner, Jihwan Jeong, and Parth Jaggi
- Subjects
Dynamic programming ,Mathematical optimization ,Linear programming ,Computer science ,State (computer science) - Abstract
Recent advances in symbolic dynamic programming (SDP) have significantly broadened the class of MDPs for which exact closed-form value functions can be derived. However, no existing solution methods can solve complex discrete and continuous state MDPs where a linear program determines state transitions --- transitions that are often required in problems with underlying constrained flow dynamics arising in problems ranging from traffic signal control to telecommunications bandwidth planning. In this paper, we present a novel SDP solution method for MDPs with LP transitions and continuous piecewise linear dynamics by introducing a novel, fully symbolic argmax operator. On three diverse domains, we show the first automated exact closed-form SDP solution to these challenging problems and the significant advantages of our SDP approach over discretized approximations.
- Published
- 2021
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