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Lower Bounding Linear Program for the Perimeter Patrol Optimization Problem

Document Type

Article

Publication Date

3-2014

Abstract

In this article, a stochastic optimal control problem involving an unmanned aerial vehicle flying patrols around a perimeter is considered. To determine the optimal control policy, one has to solve a Markov decision problem, whose large size renders exact dynamic programming methods intractable. Therefore, a state aggregation based approximate linear programming method is used instead, to construct provably good suboptimal patrol policies. The state space is partitioned and the optimal cost-to-go or value function is restricted to be a constant over each partition. The resulting restricted system of linear inequalities embeds a family of Markov chains of lower dimension, one of which can be used to construct a lower bound on the optimal value function. In general, the construction of a lower bound requires the solution to a combinatorial problem. But the perimeter patrol problem exhibits a special structure that enables tractable linear programming formulation for the lower bound. This is demonstrated and numerical results that corroborate the efficacy of the proposed methodology are also provided. Abstract © AIAA

Comments

Copyright © 2013 by the American Institute of Aeronautics and Astronautics, Inc.

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Funding note: This work was partly supported by the U.S. Air Force Research Laboratory Summer Faculty Program and Air Force Office of Scientific Research award number FA9550-10-1-0392.

Source Publication

Journal of Guidance, Control, and Dynamics

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