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SIAMCO
2002
121views more  SIAMCO 2002»
13 years 7 months ago
Consistent Approximations and Approximate Functions and Gradients in Optimal Control
As shown in [7], optimal control problems with either ODE or PDE dynamics can be solved efficiently using a setting of consistent approximations obtained by numerical discretizati...
Olivier Pironneau, Elijah Polak
CDC
2010
IEEE
136views Control Systems» more  CDC 2010»
13 years 2 months ago
Pathologies of temporal difference methods in approximate dynamic programming
Approximate policy iteration methods based on temporal differences are popular in practice, and have been tested extensively, dating to the early nineties, but the associated conve...
Dimitri P. Bertsekas
FOCM
2010
100views more  FOCM 2010»
13 years 6 months ago
Higher-Order Averaging, Formal Series and Numerical Integration I: B-series
We show how B-series may be used to derive in a systematic way the analytical expressions of the high-order stroboscopic averaged equations that approximate the slow dynamics of h...
P. Chartier, A. Murua, J. M. Sanz-Serna
ICCS
2004
Springer
14 years 25 days ago
Improved Sampling for Biological Molecules Using Shadow Hybrid Monte Carlo
Shadow Hybrid Monte Carlo (SHMC) is a new method for sampling the phase space of large biological molecules. It improves sampling by allowing larger time steps and system sizes in ...
Scott S. Hampton, Jesús A. Izaguirre
CDC
2008
IEEE
14 years 1 months ago
Equivalence between Approximate Dynamic Inversion and Proportional-Integral control
—Approximate Dynamic Inversion (ADI) has been established as a method to control minimum-phase, nonaffine-incontrol systems. Previous results have shown that for single-input no...
Justin Teo, Jonathan P. How