Relationship between dynamic programming and the maximum principle for impulsive hybrid LQ optimal control problems

R. Galvan-Guerra, V. Azhmyakov

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

1 Scopus citations

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 [11], [14], [4]). 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 Riccatitype formalism and discuss some related numerical schemes.

Original languageEnglish
Title of host publication2008 5th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2008
Pages131-136
Number of pages6
DOIs
StatePublished - 2008
Externally publishedYes
Event2008 5th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2008 - Mexico City, Mexico
Duration: 12 Nov 200814 Nov 2008

Publication series

Name2008 5th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2008

Conference

Conference2008 5th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2008
Country/TerritoryMexico
CityMexico City
Period12/11/0814/11/08

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