State-Continuity Approximation of Markov Decision Processes via Finite Element Analysis for Autonomous System Planning

03/03/2019
by   Junhong Xu, et al.
0

Motion planning under uncertainty for an autonomous system can be formulated as a Markov Decision Process. In this paper, we propose a solution to this decision theoretic planning problem using a continuous approximation of the underlying discrete value function and leveraging finite element methods. This approach allows us to obtain an accurate and continuous form of value function even with a small number of states from a very low resolution of state space. We achieve this by taking advantage of the second order Taylor expansion to approximate the value function, where the value function is modeled as a boundary-conditioned partial differential equation which can be naturally solved using a finite element method. We have validated our approach via extensive simulations, and the evaluations reveal that our solution provides continuous value functions, leading to better path results in terms of path smoothness, travel distance and time costs, even with a smaller state space.

READ FULL TEXT

page 1

page 5

page 7

page 8

research
06/03/2020

Kernel Taylor-Based Value Function Approximation for Continuous-State Markov Decision Processes

We propose a principled kernel-based policy iteration algorithm to solve...
research
06/26/2020

Approximating Euclidean by Imprecise Markov Decision Processes

Euclidean Markov decision processes are a powerful tool for modeling con...
research
01/23/2020

Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs

In this work, we investigate the numerical approximation of the second o...
research
10/06/2018

Bayes-CPACE: PAC Optimal Exploration in Continuous Space Bayes-Adaptive Markov Decision Processes

We present the first PAC optimal algorithm for Bayes-Adaptive Markov Dec...
research
02/15/2019

Bi-directional Value Learning for Risk-aware Planning Under Uncertainty

Decision-making under uncertainty is a crucial ability for autonomous sy...
research
09/18/2020

Low-rank MDP Approximation via Moment Coupling

We propose a novel method—based on local moment matching—to approximate ...
research
03/14/2022

Optimal Admission Control for Multiclass Queues with Time-Varying Arrival Rates via State Abstraction

We consider a novel queuing problem where the decision-maker must choose...

Please sign up or login with your details

Forgot password? Click here to reset