On Distributed Implementation of Switch-Based Adaptive Dynamic Programming

Switch-based adaptive dynamic programming (ADP) is an optimal control problem in which a cost must be minimized by switching among a family of dynamical modes. When the system dimension increases, the solution to switch-based ADP is made prohibitive by the exponentially increasing structure of the value function approximator and by the exponentially increasing modes. This technical correspondence proposes a distributed computational method for solving switch-based ADP. The method relies on partitioning the system into agents, each one dealing with a lower dimensional state and a few local modes. Each agent aims to minimize a local version of the global cost while avoiding that its local switching strategy has conflicts with the switching strategies of the neighboring agents. A heuristic algorithm based on the consensus dynamics and Nash equilibrium is proposed to avoid such conflicts. The effectiveness of the proposed method is verified via traffic and building test cases.