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Hybrid Control Laws From Convex Dynamic Programming (2000)
| Content Provider | CiteSeerX |
|---|---|
| Author | Rantzer, Anders Hedlund, Sven |
| Abstract | In a previous paper, we showed how classical ideas for dynamic programming in discrete networks can be adapted to hybrid systems. The approach is based on discretization of the continuous Bellman inequality which gives a lower bound on the optimal cost. The lower bound is maximized by linear programming to get an approximation of the optimal solution. In this paper, we apply ideas from infinitedimensional convex analysis to get an inequality which is dual to the well known Bellman inequality. The result is a linear programming problem that gives an estimate of the approximation error in the previous numerical approaches. Keywords: optimal control, duality, convex dynamic programming, hybrid systems. 1. Introduction One of the most important aspects of the current research activity in the field of hybrid systems is the exchange of ideas between the research fields of discrete and continuous dynamics. This paper can be viewed as an attempt to approach optimal continuous and hybrid sys... |
| File Format | |
| Publisher Date | 2000-01-01 |
| Access Restriction | Open |
| Subject Keyword | Discrete Network Linear Programming Problem Research Field Continuous Bellman Inequality Convex Dynamic Programming Optimal Solution Important Aspect Optimal Cost Continuous Dynamic Hybrid System Bellman Inequality Classical Idea Dynamic Programming Infinitedimensional Convex Analysis Current Research Activity Approximation Error Previous Numerical Approach Optimal Control Hybrid Sys Linear Programming |
| Content Type | Text |
| Resource Type | Article |
