41 citations · 160 across the 25 of their papers we have counts for
10 papers · 1 filter
New Auction Algorithms for Path Planning, Network Transport, and Reinforcement Learning
Dimitri Bertsekas
We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. Th…
Lessons from AlphaZero for Optimal, Model Predictive, and Adaptive Control
Dimitri Bertsekas
In this paper we aim to provide analysis and insights (often based on visualization), which explain the beneficial effects of on-line decision making on top of off-line training. I…
On-Line Policy Iteration for Infinite Horizon Dynamic Programming
Dimitri Bertsekas
In this paper we propose an on-line policy iteration (PI) algorithm for finite-state infinite horizon discounted dynamic programming, whereby the policy improvement operation is do…
Multiagent Value Iteration Algorithms in Dynamic Programming and Reinforcement Learning
Dimitri Bertsekas
We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an ear…
Constrained Multiagent Rollout and Multidimensional Assignment with the Auction Algorithm
Dimitri Bertsekas
We consider an extension of the rollout algorithm that applies to constrained deterministic dynamic programming, including challenging combinatorial optimization problems. The algo…
Stable Optimal Control and Semicontractive Dynamic Programming
Dimitri P. Bertsekas
We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical…
Proper Policies in Infinite-State Stochastic Shortest Path Problems
Dimitri P. Bertsekas
We consider stochastic shortest path problems with infinite state and control spaces, a nonnegative cost per stage, and a termination state. We extend the notion of a proper policy…
Regular Policies in Abstract Dynamic Programming
Dimitri P. Bertsekas
We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathologic…
Affine Monotonic and Risk-Sensitive Models in Dynamic Programming
Dimitri Bertsekas
In this paper we consider a broad class of infinite horizon discrete-time optimal control models that involve a nonnegative cost function and an affine mapping in their dynamic pro…
A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies
Huizhen Yu, Dimitri P. Bertsekas
We consider stochastic control models with Borel spaces and universally measurable policies. For such models the standard policy iteration is known to have difficult measurability…