{"id":"https://openalex.org/W4413393779","doi":"https://doi.org/10.23919/acc63710.2025.11107621","title":"Monte Carlo Grid Dynamic Programming: Almost Sure Convergence and Probability Constraints","display_name":"Monte Carlo Grid Dynamic Programming: Almost Sure Convergence and Probability Constraints","publication_year":2025,"publication_date":"2025-07-08","ids":{"openalex":"https://openalex.org/W4413393779","doi":"https://doi.org/10.23919/acc63710.2025.11107621"},"language":"en","primary_location":{"id":"doi:10.23919/acc63710.2025.11107621","is_oa":false,"landing_page_url":"https://doi.org/10.23919/acc63710.2025.11107621","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 American Control Conference (ACC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5020891282","display_name":"Mohammad S. Ramadan","orcid":"https://orcid.org/0000-0003-4850-9714"},"institutions":[{"id":"https://openalex.org/I1282105669","display_name":"Argonne National Laboratory","ror":"https://ror.org/05gvnxz63","country_code":"US","type":"facility","lineage":["https://openalex.org/I1282105669","https://openalex.org/I1330989302","https://openalex.org/I39565521","https://openalex.org/I40347166"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Mohammad S. Ramadan","raw_affiliation_strings":["Argonne National Laboratory,Mathematics and Computer Science Division,Lemont,IL,USA,60439"],"affiliations":[{"raw_affiliation_string":"Argonne National Laboratory,Mathematics and Computer Science Division,Lemont,IL,USA,60439","institution_ids":["https://openalex.org/I1282105669"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5092810079","display_name":"Ahmad Al-Tawaha","orcid":"https://orcid.org/0000-0002-1438-6472"},"institutions":[{"id":"https://openalex.org/I859038795","display_name":"Virginia Tech","ror":"https://ror.org/02smfhw86","country_code":"US","type":"education","lineage":["https://openalex.org/I859038795"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ahmad Al-Tawaha","raw_affiliation_strings":["Virginia Tech,Department of Electrical and Computer Engineering,Blacksburg,VA,USA"],"affiliations":[{"raw_affiliation_string":"Virginia Tech,Department of Electrical and Computer Engineering,Blacksburg,VA,USA","institution_ids":["https://openalex.org/I859038795"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051281258","display_name":"Mohamed Shouman","orcid":"https://orcid.org/0000-0002-8991-9165"},"institutions":[{"id":"https://openalex.org/I4840577","display_name":"Toyota Technological Institute","ror":"https://ror.org/001hv0k59","country_code":"JP","type":"education","lineage":["https://openalex.org/I4840577"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Mohamed Shouman","raw_affiliation_strings":["Toyota Technological Institute (TTI),Research Center for Smart Vehicles,Japan"],"affiliations":[{"raw_affiliation_string":"Toyota Technological Institute (TTI),Research Center for Smart Vehicles,Japan","institution_ids":["https://openalex.org/I4840577"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5058847035","display_name":"Ahmed M. Atallah","orcid":"https://orcid.org/0000-0002-2117-016X"},"institutions":[{"id":"https://openalex.org/I36258959","display_name":"University of California, San Diego","ror":"https://ror.org/0168r3w48","country_code":"US","type":"education","lineage":["https://openalex.org/I36258959"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ahmed Atallah","raw_affiliation_strings":["University of California,Department of Mechanical and Aerospace Engineering,San Diego,CA,USA,92093-0411"],"affiliations":[{"raw_affiliation_string":"University of California,Department of Mechanical and Aerospace Engineering,San Diego,CA,USA,92093-0411","institution_ids":["https://openalex.org/I36258959"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101484129","display_name":"Ming Jin","orcid":"https://orcid.org/0000-0001-7909-4545"},"institutions":[{"id":"https://openalex.org/I859038795","display_name":"Virginia Tech","ror":"https://ror.org/02smfhw86","country_code":"US","type":"education","lineage":["https://openalex.org/I859038795"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ming Jin","raw_affiliation_strings":["Virginia Tech,Department of Electrical and Computer Engineering,Blacksburg,VA,USA"],"affiliations":[{"raw_affiliation_string":"Virginia Tech,Department of Electrical and Computer Engineering,Blacksburg,VA,USA","institution_ids":["https://openalex.org/I859038795"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5020891282"],"corresponding_institution_ids":["https://openalex.org/I1282105669"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.32236218,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"2781","last_page":"2786"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9599999785423279,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9599999785423279,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9372000098228455,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7449628710746765},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.687985897064209},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6213176250457764},{"id":"https://openalex.org/keywords/grid","display_name":"Grid","score":0.5501120090484619},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.4954456090927124},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.47234785556793213},{"id":"https://openalex.org/keywords/distributed-computing","display_name":"Distributed computing","score":0.36599069833755493},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.21078389883041382},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.17704033851623535},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10787239670753479}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7449628710746765},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.687985897064209},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6213176250457764},{"id":"https://openalex.org/C187691185","wikidata":"https://www.wikidata.org/wiki/Q2020720","display_name":"Grid","level":2,"score":0.5501120090484619},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.4954456090927124},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.47234785556793213},{"id":"https://openalex.org/C120314980","wikidata":"https://www.wikidata.org/wiki/Q180634","display_name":"Distributed computing","level":1,"score":0.36599069833755493},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.21078389883041382},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.17704033851623535},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10787239670753479},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.23919/acc63710.2025.11107621","is_oa":false,"landing_page_url":"https://doi.org/10.23919/acc63710.2025.11107621","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 American Control Conference (ACC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W565357261","https://openalex.org/W1483307070","https://openalex.org/W1563483395","https://openalex.org/W2016647253","https://openalex.org/W2046637502","https://openalex.org/W2052701972","https://openalex.org/W2069739265","https://openalex.org/W2080813827","https://openalex.org/W2108062921","https://openalex.org/W2109634117","https://openalex.org/W3158413423","https://openalex.org/W3207727352","https://openalex.org/W4205747042","https://openalex.org/W4293545724","https://openalex.org/W4298300677"],"related_works":["https://openalex.org/W2393870460","https://openalex.org/W2254578859","https://openalex.org/W4284894156","https://openalex.org/W2161803855","https://openalex.org/W3110774753","https://openalex.org/W2134539662","https://openalex.org/W2059096050","https://openalex.org/W1993039745","https://openalex.org/W1581129489","https://openalex.org/W2369252416"],"abstract_inverted_index":{"Dynamic":[0],"Programming":[1],"suffers":[2],"from":[3],"the":[4,25,35,44,60,75,89],"well-known":[5],"\"curse":[6],"of":[7,24,55,77,108],"dimensionality\",":[8],"further":[9],"exacerbated":[10],"by":[11,99],"expectations":[12],"in":[13,39,83],"stochastic":[14,124],"systems.":[15],"This":[16],"paper":[17],"presents":[18],"a":[19,40,53,117],"Monte":[20],"Carlo-based":[21],"sampling":[22,70,100],"approach":[23,115],"state":[26],"and":[27,30,71,79,103],"input":[28],"spaces":[29],"an":[31],"interpolation":[32,80,91],"procedure":[33,92],"for":[34,46,59,95,120],"resulting":[36],"value":[37,61],"function":[38],"\"self-approximating\"":[41],"fashion,":[42],"eliminating":[43],"need":[45],"ordering":[47],"or":[48],"set-membership":[49],"tests.":[50],"We":[51],"provide":[52],"proof":[54],"almost":[56],"sure":[57],"convergence":[58],"iteration":[62],"(and":[63],"consequently,":[64],"policy":[65],"iteration)":[66],"procedure.":[67],"The":[68,106],"proposed":[69,90],"self-approximating":[72],"algorithm":[73],"alleviates":[74],"burden":[76],"gridding":[78],"traditionally":[81],"required":[82],"DP.":[84],"Moreover,":[85],"we":[86],"demonstrate":[87],"that":[88],"is":[93],"well-suited":[94],"handling":[96],"probabilistic":[97,127],"constraints":[98],"both":[101],"infeasible":[102],"feasible":[104],"regions.":[105],"curse":[107],"dimensionality":[109],"cannot":[110],"be":[111],"avoided,":[112],"however,":[113],"this":[114],"offers":[116],"convenient":[118],"framework":[119],"addressing":[121],"lower-order":[122],"nonlinear":[123],"systems":[125],"with":[126],"constraints.":[128]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}