 
Summary: The Center for Control, Dynamical Systems, and Computation
University of California at Santa Barbara
Fall 2006 Seminars
Presents
ConstantFactor Approximation Algorithms for
Stochastic Control
by Sanjay Lall
Stanford University
Friday, October 20th, 2006 4:00  5:00 PM ESB 2001
Abstract:
For many control problems, computation of the optimal controller is intractable. Our objective in this
research is to develop simple algorithms for computing approximately optimal polices, and show that
the resulting cost achieved is close to the optimal achievable cost.
We present a a simple way to compute upper and lower bounds on the performance of stochastic con
trol systems. We consider Markov decision processes over general state spaces, and our approach
allows any function to be used as an approximate HamiltonJacobi solution.
We give a number of examples including eventbased sampling, dynamic planning for multiple ve
hicles, decentralized decision problems and queuing. For each of these we construct a decentralized
policy and give a bound on the ratio of the cost achieved to the optimal achievable cost.
About the Speaker:
