论文标题
优化DP：一个高效，用户友好的库，用于最佳控制和动态编程
OptimizedDP: An Efficient, User-friendly Library For Optimal Control and Dynamic Programming
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
This paper introduces OptimizedDP, a high-performance software library that solves time-dependent Hamilton-Jacobi partial differential equation (PDE), computes backward reachable sets with application in robotics, and contains value iterations algorithm implementation for continuous action-state space Markov Decision Process (MDP) while leveraging user-friendliness of Python for different problem specifications without sacrificing efficiency of the core computation. These algorithms are all based on dynamic programming, and hence can both be challenging to implement and have bad execution runtime due to the large high-dimensional tabular arrays. Although there are existing toolboxes for level set methods that are used to solve the HJ PDE, our toolbox makes solving the PDE at higher dimensions possible as well as having an order of magnitude improvement in execution times compared to other toolboxes while keeping the interface easy to specify different dynamical systems description. Our toolbox is available online at https://github.com/SFU-MARS/optimized_dp.
