Convex Dynamic Programming for Hybrid Systems
Author
Summary, in English
A classical linear programming approach to optimization of flow or transportation in a discrete graph is extended to hybrid systems. The problem is finite-dimensional if the state space is discrete and finite, but becomes infinite-dimensional for a continuous or hybrid state space. It is shown how strict lower bounds on the optimal loss function can be computed by gridding the continuous state space and restricting the linear program to a finite-dimensional subspace. Upper bounds can be obtained by evaluation of the corresponding control laws.
Department/s
Publishing year
2002
Language
English
Pages
1536-1540
Publication/Series
IEEE Transactions on Automatic Control
Volume
47
Issue
9
Full text
- Available as PDF - 308 kB
- Download statistics
Document type
Journal article
Publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
Topic
- Control Engineering
Keywords
- hybrid systems
- Terms—Convex optimization
- dynamic programming
- optimal control
- linear program
Status
Published
ISBN/ISSN/Other
- ISSN: 0018-9286