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math.OC2021★ 1 cited
Parallel and Flexible Dynamic Programming via the Randomized Mini-Batch Operator
Matilde Gargiani, Andrea Martinelli, Max Ruts Martinez +1
The Bellman operator constitutes the foundation of dynamic programming (DP). An alternative is presented by the Gauss-Seidel operator, whose evaluation, differently from that of th…
math.OC2021
On the Synthesis of Bellman Inequalities for Data-Driven Optimal Control
Andrea Martinelli, Matilde Gargiani, John Lygeros
In the context of the linear programming (LP) approach to data-driven control, one assumes that the dynamical system is unknown but can be observed indirectly through data on its e…