Re: [julia-users] Re: Optimal Control using Dynamic Programming

[Narayani Vedam]

I have 3 states and two inputs. State 1 is [10:1:20], state 2 is
[85:0.2:95] and state 3 is [1:1:12]. The two inputs are [0 1] and [-1 0].
On Sep 25, 2015 1:00 PM, "Tony Kelman"  wrote:

> If you want an uninitialized 61-by-61 array of double precision floating
> point numbers you can do Array(61, 61)
>
> If you want the array initialized to zero you can call zeros(61, 61)
>
> A few for loops should accomplish what you're after here. Depending how
> expenaive your cost function is to evaluate this doesn't sound very big at
> all. How many state and input dimensions do you have?

[julia-users] Re: Optimal Control using Dynamic Programming

[Narayani Vedam]

The system is non-linear. I have a cost function, that I need to minimize 
to find the optimal control to move from one state to another. There are a 
few constraints that the states should satisfy even.

On Friday, 25 September 2015 01:20:52 UTC-5, Uwe Fechner wrote:
>
> Hello,
> as far as I know, there is no ready-made package for optimal control.
> There is one package on control design:
> https://github.com/JuliaControl/Control.jl
>
> And there are a lot of packages for solving optimization problems.
>
> Could you be a little bit more specific about your problem?
>
> How do you want to describe the system, that you want to control?
> Is it a linear system?
>
> Uwe
>
> Am Freitag, 25. September 2015 07:25:19 UTC+2 schrieb Narayani Vedam:
>>
>> Hi,
>>   I am new to Julia. I need to solve an optimal control problem using 
>> dynamic programming. Are there pre-defined functions/packages that I could 
>> use?
>>
>> Thanks.
>>
>

Re: [julia-users] Re: Optimal Control using Dynamic Programming

[Narayani Vedam]

Thank you for your inputs. My concern was about calculating the cost to go
map. I have discretized the state space and have 61 possible states in each
stages and there are 20 such stages.

That roughly amounts to 61*61 values for one stage. I am overwhelmed by the
amount of computations that this would mean and how best I could initialize
a suitable array and index it for later use.
On Sep 25, 2015 8:30 AM, "Tony Kelman"  wrote:

> I'm biased, but for control problems with constraints I would pose it as a
> model predictive control problem and use JuMP.jl with the Ipopt.jl
> optimization solver. If you prefer to construct a cost to go map and do
> dynamic programming then I can't point you to any Julia code that I know of
> that solves your exact problem, though there may be some similar matlab
> code posted somewhere that you could translate. Without a complete
> mathematical or code description of your problem you're being too vague for
> this forum to help much.

[julia-users] Optimal Control using Dynamic Programming

[Narayani Vedam]

Hi,
  I am new to Julia. I need to solve an optimal control problem using 
dynamic programming. Are there pre-defined functions/packages that I could 
use?

Thanks.

[julia-users] Stateflow equivalent in Julia

[Narayani Vedam]

Hi,
   I am new to Julia. I tried implementing a logic that I had in Simulink - 
Stateflow using Julia, but ran into trouble. Any heads-up on this?

Thank you