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.
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2104.03186.pdf - Author Accepted Manuscript Download (1MB) | Preview |
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 and Engineering > School of Electrical Engineering, Electronics and Computer Science |
| Depositing User: | Symplectic Admin |
| Date Deposited: | 02 Feb 2022 09:30 |
| Last Modified: | 17 Mar 2024 11:44 |
| DOI: | 10.1109/TAC.2022.3147017 |
| Related URLs: | |
| URI: | https://livrepository.liverpool.ac.uk/id/eprint/3148012 |
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