Hybrid LQ-optimization using dynamic programming

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

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

38 Scopus citations

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.

Original languageEnglish
Title of host publication2009 American Control Conference, ACC 2009
Pages3617-3623
Number of pages7
DOIs
StatePublished - 2009
Externally publishedYes
Event2009 American Control Conference, ACC 2009 - St. Louis, MO, United States
Duration: 10 Jun 200912 Jun 2009

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

Conference

Conference2009 American Control Conference, ACC 2009
Country/TerritoryUnited States
CitySt. Louis, MO
Period10/06/0912/06/09

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