화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.43, No.6, 1923-1952, 2005
Efficient solution of optimal control problems using hybrid systems
We consider the synthesis of optimal controls for continuous feedback systems by recasting the problem to a hybrid optimal control problem: synthesize optimal enabling conditions for switching between locations in which the control is constant. An algorithmic solution is obtained by translating the hybrid automaton to a finite automaton using a bisimulation and formulating a dynamic programming problem with extra conditions to ensure non-Zenoness of trajectories. We show that the discrete value function converges to the viscosity solution of the Hamilton-Jacobi-Bellman equation as a discretization parameter tends to zero.