Numerically stable approximations of optimal control processes associated with a class of switched systems

V. Azhmyakov, R. Velazquez, R. Galvan-Guerra

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

Abstract

In this contribution, we propose a numerical approach to optimal control processes governed by some specific switched systems. Our principal computational scheme can be characterized as an extension of the conventional proximal point method to optimal control problems (OCPs) with switched dynamical models. We study proximal based constructive approximations of the initial OCPs and establish the numerical stability (numerical consistency) of the resulting algorithm. We also discuss the practical implementability of the elaborated method and point some possible generalizations of our idea in the context of hybrid control systems.

Original languageEnglish
Title of host publicationProceedings - WODES 2010
Subtitle of host publication10th International Workshop on Discrete Event Systems
PublisherIFAC Secretariat
Pages41-46
Number of pages6
EditionPART 1
ISBN (Print)9783902661791
DOIs
StatePublished - 2010
Externally publishedYes

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
NumberPART 1
Volume10
ISSN (Print)1474-6670

Keywords

  • Numerical stability
  • Optimal control
  • Proximal point algorithm
  • Switched control systems

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