Hybrid Control Laws From Convex Dynamic Programming
Författare
Summary, in English
In a previous paper, we showed how classical ideas for dynamicprogramming 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 infinite-dimensional 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.
Avdelning/ar
Publiceringsår
2000
Språk
Engelska
Sidor
472-477
Publikation/Tidskrift/Serie
Proceedings of the 39th IEEE Conference on Decision and Control, 2000.
Volym
1
Fulltext
- Available as PDF - 439 kB
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Dokumenttyp
Konferensbidrag
Förlag
IEEE - Institute of Electrical and Electronics Engineers Inc.
Ämne
- Control Engineering
Nyckelord
- duality (mathematics)
- discrete time systems
- convex programming
- dynamic programming
- optimal control
- linear programming
Status
Published
ISBN/ISSN/Övrigt
- ISBN: 0-7803-6638-7