dynamic_programming.h File Reference

#include <list>
#include <memory>
#include <set>
#include <utility>
#include <variant>
#include "drake/common/symbolic/expression.h"
#include "drake/math/barycentric.h"
#include "drake/systems/analysis/simulator.h"
#include "drake/systems/framework/vector_system.h"
#include "drake/systems/primitives/barycentric_system.h"

Include dependency graph for dynamic_programming.h:

Classes
struct	DynamicProgrammingOptions
	Consolidates the many possible options to be passed to the dynamic programming algorithms. More...
struct	DynamicProgrammingOptions::PeriodicBoundaryCondition
	For algorithms that rely on approximations of the state-dynamics (as in FittedValueIteration), this is a list of state dimensions for which the state space maximum value should be "wrapped around" to ensure that all values are in the range [low, high). More...

Namespaces
	drake
	drake::systems
	drake::systems::controllers

Functions
std::pair< std::unique_ptr< BarycentricMeshSystem< double > >, Eigen::RowVectorXd >	FittedValueIteration (Simulator< double > *simulator, const std::function< double(const Context< double > &context)> &cost_function, const math::BarycentricMesh< double >::MeshGrid &state_grid, const math::BarycentricMesh< double >::MeshGrid &input_grid, double time_step, const DynamicProgrammingOptions &options=DynamicProgrammingOptions())
	Implements Fitted Value Iteration on a (triangulated) Barycentric Mesh, which designs a state-feedback policy to minimize the infinite-horizon cost ∑ γⁿ g(x[n],u[n]), where γ is the discount factor in options. More...
Eigen::VectorXd	LinearProgrammingApproximateDynamicProgramming (Simulator< double > *simulator, const std::function< double(const Context< double > &context)> &cost_function, const std::function< symbolic::Expression(const Eigen::Ref< const Eigen::VectorXd > &state, const VectorX< symbolic::Variable > &parameters)> &linearly_parameterized_cost_to_go_function, int num_parameters, const Eigen::Ref< const Eigen::MatrixXd > &state_samples, const Eigen::Ref< const Eigen::MatrixXd > &input_samples, double time_step, const DynamicProgrammingOptions &options=DynamicProgrammingOptions())
	Implements the Linear Programming approach to approximate dynamic programming. More...