DocumentCode
560123
Title
Dynamic programming and duality applied to an optimal control problem
Author
Hill, Robin ; Schwerdtfeger, Uwe ; Baake, Michael ; Luo, Yousong
Author_Institution
Sch. of Math. & Geospatial Sci., RMIT Univ., Melbourne, VIC, Australia
fYear
2011
fDate
10-11 Nov. 2011
Firstpage
254
Lastpage
259
Abstract
The solution to a basic problem in time-invariant l1 optimal control is constructed in feedback form. Using ideas from dynamic programming and duality, we find the rule describing how, for optimal l1 regulation, the state at any time instant is to be mapped to the state at the next time instant. This mapping is a function of the state alone and, much like the optimal gain matrix for linear quadratic control, can be computed before system operation.
Keywords
duality (mathematics); dynamic programming; linear quadratic control; matrix algebra; duality; dynamic programming; feedback form; linear quadratic control; optimal control problem; optimal gain matrix; optimal regulation; rule describing how; system operation; time-invariant optimal control; Dynamic programming; Equations; Optimal control; Optimization; Terminology; Trajectory; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Australian Control Conference (AUCC), 2011
Conference_Location
Melbourne, VIC
Print_ISBN
978-1-4244-9245-9
Type
conf
Filename
6114367
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