An efficient approach for the construction of separable approximations of optimal value functions from interconnected optimal control problems is presented. The approach is based on assuming decaying sensitivities between subsystems, enabling a curse-of-dimensionality free approximation, for instance by deep neural networks.
@article{arxiv.2304.06379,
title = {Separable approximations of optimal value functions under a decaying sensitivity assumption},
author = {Mario Sperl and Luca Saluzzi and Lars Grüne and Dante Kalise},
journal= {arXiv preprint arXiv:2304.06379},
year = {2025}
}