Hybrid LQ-optimization using dynamic programming

V. Azhmyakov, R. Galvan-Guerra, M. Egerstedt

Research output: Contribution to conferencePaper

35 Citations (Scopus)

Abstract

In this paper we study the linear quadratic optimal control problem for linear hybrid systems in which transitions between different discrete locations occur autonomously when the continuous state intersects given switching surfaces. In particular, we make an explicit connection between the newly developed, Pontryagin-type Hybrid Maximum Principle and the Bellman Dynamic Programming approach. As a consequence, we extend the classic Riccati-formalism, derive the associated Riccati-type equations, and prove the discontinuity of the full "hybrid" Riccati matrix. Finally, we discuss some computational aspects of the obtained theoretical results and propose a numerical algorithm in the framework of an optimal feedback control law. © 2009 AACC.
Original languageAmerican English
Pages3617-3623
Number of pages3254
DOIs
StatePublished - 23 Nov 2009
Externally publishedYes
EventProceedings of the American Control Conference -
Duration: 1 Jan 2015 → …

Conference

ConferenceProceedings of the American Control Conference
Period1/01/15 → …

Cite this

Azhmyakov, V., Galvan-Guerra, R., & Egerstedt, M. (2009). Hybrid LQ-optimization using dynamic programming. 3617-3623. Paper presented at Proceedings of the American Control Conference, . https://doi.org/10.1109/ACC.2009.5160100
Azhmyakov, V. ; Galvan-Guerra, R. ; Egerstedt, M. / Hybrid LQ-optimization using dynamic programming. Paper presented at Proceedings of the American Control Conference, .3254 p.
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Azhmyakov, V, Galvan-Guerra, R & Egerstedt, M 2009, 'Hybrid LQ-optimization using dynamic programming', Paper presented at Proceedings of the American Control Conference, 1/01/15 pp. 3617-3623. https://doi.org/10.1109/ACC.2009.5160100

Hybrid LQ-optimization using dynamic programming. / Azhmyakov, V.; Galvan-Guerra, R.; Egerstedt, M.

2009. 3617-3623 Paper presented at Proceedings of the American Control Conference, .

Research output: Contribution to conferencePaper

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Azhmyakov V, Galvan-Guerra R, Egerstedt M. Hybrid LQ-optimization using dynamic programming. 2009. Paper presented at Proceedings of the American Control Conference, . https://doi.org/10.1109/ACC.2009.5160100