A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation

  title={A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation},
  author={Morgan Jones and Matthew M. Peet},
The standard Dynamic Programming (DP) formulation can be used to solve Multi-Stage Optimization Problems (MSOP's) with additively separable objective functions. In this paper we consider a larger class of MSOP's with monotonically backward separable objective functions; additively separable functions being a special case of monotonically backward separable functions. We propose a necessary and sufficient condition, utilizing a generalization of Bellman's equation, for a solution of a MSOP, with… Expand
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Relaxing The Hamilton Jacobi Bellman Equation To Construct Inner And Outer Bounds On Reachable Sets
  • Morgan Jones, M. Peet
  • Computer Science, Mathematics
  • 2019 IEEE 58th Conference on Decision and Control (CDC)
  • 2019
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