The imbedded state space approach to reducing dimensionality in dynamic programs of higher dimensions |
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| Authors: | Thomas L Morin Augustine MO Esogbue |
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| Institution: | The Technological Institute, Northwestern University, Evanston, Illinois 60201 USA;School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332 USA |
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| Abstract: | By exploiting discontinuity properties of the maximal convolution it is possible to drastically reduce dimensionality in finite dynamic programs. In fact, we show how the search over the usual M-dimensional state space can be reduced to a one-dimensional search over an imbedded state space. The versatility of our approach is illustrated on a number of example problems. |
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