Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control

Särkkä, Simo and García-Fernández, Ángel F (2022) Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control IEEE Transactions on Automatic Control, 68 (2). pp. 851-866. ISSN 0018-9286, 1558-2523

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Abstract

This paper proposes a method for temporal parallelisation of dynamic programming solutions of optimal control problems. We also derive the temporal parallelisation of the linear quadratic tracking control problem. For these two problems, we derive the elements and associative operators to be able to use parallel scans to solve these problems with logarithmic time complexity rather than linear time complexity. The computational benefits of the parallel methods are demonstrated via numerical simulations run on a multi-core processor and a graphics processing unit.

Item Type:	Article
Additional Information:	To appear in IEEE Transactions on Automatic Control
Uncontrolled Keywords:	math.OC, math.OC, cs.DC, cs.SY, eess.SY
Divisions:	Faculty of Science & Engineering > School of Electrical Engineering, Electronics and Computer Science
Depositing User:	Symplectic Admin
Date Deposited:	02 Feb 2022 09:30
Last Modified:	06 Dec 2024 19:41
DOI:	10.1109/TAC.2022.3147017
Related Websites:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3148012
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