Title :
Idempotent method for dynamic games and complexity reduction in min-max expansions
Author :
McEneaney, William M.
Author_Institution :
Dept. of Mech. & Aerosp. Eng., Univ. of California San Diego, San Diego, CA, USA
Abstract :
In recent years, idempotent methods (specifically, max-plus methods) have been developed for solution of nonlinear control problems. It was thought that idempotent linearity of the associated semigroup was required for application of these techniques. It is now known that application of the max-plus distributive property allows one to apply the max-plus curse-of-dimensionality-free approach to stochastic control problems. Here, we see that a similar, albeit more abstract, approach can be applied to deterministic game problems. The main difficulty is a curse-of-complexity growth in the computational cost. Attenuation of this effect requires finding reduced-complexity approximations to min-max sums of max-plus affine functions. We demonstrate that this problem can be reduced to a pruning problem.
Keywords :
computational complexity; minimax techniques; complexity reduction; curse-of-complexity growth; deterministic game problems; dynamic games; idempotent linearity; idempotent method; max-plus affine functions; max-plus curse-of-dimensionality-free approach; max-plus distributive property; min-max expansions; min-max sums; nonlinear control problems; pruning problem; reduced complexity approximations; stochastic control problems; Aerodynamics; Aerospace engineering; Algebra; Attenuation; Computational efficiency; Costs; Linearity; Minimax techniques; Optimal control; Stochastic processes;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400486