Relationship between dynamic programming and the Maximum Principle for impulsive hybrid LQ optimal control problems

Author

Galvan-Guerra, R. ; Azhmyakov, V.

Author_Institution

Dept. de Control Automatico, CINVESTAV, Mexico City

fYear

2008

fDate

12-14 Nov. 2008

Firstpage

131

Lastpage

136

Abstract

This paper deals with optimization techniques for linear impulsive hybrid systems (LIHSs). We study the LQ (linear quadratic) impulsive hybrid optimal control problem (OCP) and apply the corresponding Pontryagin-type maximum principle (MP) (see). Our aim is to investigate the natural relationship between the above MP and the Bellman dynamic programming (DP) approach to the above hybrid OCP under consideration. We derive the associated Riccati-type formalism and discuss some related numerical schemes.

Keywords

dynamic programming; linear quadratic control; nonlinear differential equations; optimal control; Pontryagin-type maximum principle; Riccati-type formalism; dynamic programming; impulsive hybrid LQ optimal control problems; linear impulsive hybrid systems; Automatic control; Control systems; Convergence of numerical methods; Delay systems; Dynamic programming; Explosions; Optimal control; Riccati equations; Robustness; Switches;

fLanguage

English

Publisher

ieee

Conference_Titel

Electrical Engineering, Computing Science and Automatic Control, 2008. CCE 2008. 5th International Conference on

Conference_Location

Mexico City

Print_ISBN

978-1-4244-2498-6

Electronic_ISBN

978-1-4244-2499-3

Type

conf

DOI

10.1109/ICEEE.2008.4723389

Filename

4723389