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| Content Provider | Springer Nature Link |
|---|---|
| Author | Gaubert, Stephane McEneaney, William M. |
| Copyright Year | 2011 |
| Abstract | Idempotent methods have been found to be extremely helpful in the numerical solution of certain classes of nonlinear control problems. In those methods, one uses the fact that the value function lies in the space of semiconvex functions (in the case of maximizing controllers), and approximates this value using a truncated max-plus basis expansion. In some classes, the value function is actually convex, and then one specifically approximates with suprema (i.e., max-plus sums) of affine functions. Note that the space of convex functions is a max-plus linear space, or moduloid. In extending those concepts to game problems, one finds a different function space, and different algebra, to be appropriate. Here we consider functions which may be represented using infima (i.e., min-max sums) of max-plus affine functions. It is natural to refer to the class of functions so represented as the min-max linear space (or moduloid) of max-plus hypo-convex functions. We examine this space, the associated notion of duality and min-max basis expansions. In using these methods for solution of control problems, and now games, a critical step is complexity-reduction. In particular, one needs to find reduced-complexity expansions which approximate the function as well as possible. We obtain a solution to this complexity-reduction problem in the case of min-max expansions. |
| Starting Page | 315 |
| Ending Page | 348 |
| Page Count | 34 |
| File Format | |
| ISSN | 00954616 |
| Journal | Applied Mathematics and Optimization |
| Volume Number | 65 |
| Issue Number | 3 |
| e-ISSN | 14320606 |
| Language | English |
| Publisher | Springer-Verlag |
| Publisher Date | 2011-12-29 |
| Publisher Place | New York |
| Access Restriction | One Nation One Subscription (ONOS) |
| Subject Keyword | Min-max algebra Max-plus algebra Curse of dimensionality Games Convex Duality Approximation Tropical algebra Hypo-convex Subtopical Numerical and Computational Physics Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematical Methods in Physics Theoretical, Mathematical and Computational Physics |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Control and Optimization |
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