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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.

Publishing year

2002

Language

English

Pages

1536-1540

Publication/Series

IEEE Transactions on Automatic Control

Volume

47

Issue

9

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