Costate prediction based optimal control for non-linear hybrid systems

This paper is derived for solving a non-linear discrete-continuous systems optimal control problem by iterating on a sequence of simplified problems in discrete form. A mixed approach with a discrete cost function and continuous state variable system description is used as the basis of the design, and it is shown how the global problem can be decomposed into local subsystem problems and a coordinator within a hierarchical framework. The correct optimal solution to a real system in which model-reality difference exists can be obtained from the system model by interconnected costate prediction iterative solution. The algorithm efficiency and convergence properties are demonstrated by simulation study.