A Set Oriented Approach to Global Optimal Control
نویسندگان
چکیده
We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path problem on a finite graph. The method is illustrated by two numerical examples, namely a single pendulum on a cart and a parametrically driven inverted double pendulum. Mathematics Subject Classification. 49J53, 49M25, 65K10, 90C39. Received July 22, 2003. Revised October 30, 2003.
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