Optimal Control of Hybrid Systems
نویسندگان
چکیده
This paper presents a method for optimal control of hybrid systems. An inequality of Bellman type is considered and every solution to this inequality gives a lower bound on the optimal value function. A discretization of this “hybrid Bellman inequality” leads to a convex optimization problem in terms of finitedimensional linear programming. From the solution of the discretized problem, a value function that preserves the lower bound property can be constructed. An approximation of the optimal feedback control law is given and tried on some examples.
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