L5.1 - Introduction to dynamic programming and its application to discrete-time optimal control

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An introductory (video)lecture on dynamic programming within a course on "Optimal and Robust Control" (B3M35ORR, BE3M35ORR, BEM35ORC) given at Faculty of Electrical Engineering, Czech Technical University in Prague. See the course website at moodle.fel.cvu.... In this part we introduce the fundamental principle of dynamic programming known widely as Bellman's principle of optimality. We demonstrate it through a simple shortest-path-in-the-graph problem end sketch its application to the problem of discrete-time optimal control.

Опубликовано:

11 сен 2024

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Комментарии : 6

@andriypredmyrskyy7791 4 года назад

I'm not part of this course, but this video was very helpful. Thank you :)

@zdenekhurak 4 года назад

Thanks. Feel free to check out the course website as well. Perhaps you may find some useful material there too: lecture notes, cheatsheets, matlab code and simulink files, recently even Julia code, links to other courses and online material, tips on literature.

@klebbonk4493 3 года назад

fantastic lecture!

@rroddolo Год назад

Great Video! Would it be possible to have some excercises (like matlab scripts) with some implementation examples? thanks in advance!

@Silva98122 2 года назад

In general, if DP algorithm depends on discretization and interpolation in continuous state space and input space when solving a discrete time, finite time optimal control problem, does it yield a suboptimal solution?

@aa4cc 2 года назад

Well, yes, but in the same sense in which all discretization-based numerical algorithms introduce errors while solving continuum problems.