Assessment of the Cell Broadband Engine Architecture as a platform to solve closed-loop optimal control problems

The purpose of the paper is to evaluate the potential of the Cell Broadband Engine Architecture for solving closed-loop optimal control problems. The main part contains the description and pseudo language implementation of two dynamic programming algorithms to solve stochastic discounted and minimax optimal control problems of a Polish Upper Vistula river multi-reservoir water system over the infinite time horizon. OpenMP parallelizing directives were applied to allow for high programmer efficiency as opposed to low level, assembler like Cell programming. In an extensive number of performance tests conducted on different systems this approach proved to be very efficient (reaching 20× speed-up) in comparison with general purpose processors validating the CBEA as an attractive platform for solving optimal control problems.