Title :
Worst-case optimal control of uncertain max-plus-linear systems
Author :
Necoara, Ion ; Kerrigan, Eric C. ; Schutter, Bart De ; Van den Boom, Ton J J
Author_Institution :
Delft Center for Syst. & Control, Delft Univ. of Technol.
Abstract :
In this paper the finite-horizon min-max optimal control problem for uncertain max-plus-linear (MPL) discrete-event systems is considered. We assume that the uncertain parameters lie in a given convex and compact set and it is required that the input and state sequence satisfy a given set of linear inequality constraints. The optimal control policy is computed via dynamic programming using tools from polyhedral algebra and multi-parametric linear programming. Although the controlled system is nonlinear, we provide sufficient conditions, which are usually satisfied in practice, such that the value function is guaranteed to be convex, continuous and piecewise affine, and the optimal control policy is continuous and piecewise affine on a polyhedral domain
Keywords :
discrete event systems; dynamic programming; linear systems; optimal control; uncertain systems; dynamic programming; finite-horizon min-max optimal control; linear inequality constraint; max-plus-linear discrete-event system; multiparametric linear programming; nonlinear control system; piecewise affine; polyhedral algebra; state sequence; uncertain max-plus-linear system; uncertain parameter; worst-case optimal control policy; Aerodynamics; Algebra; Control systems; Dynamic programming; Linear programming; Open loop systems; Optimal control; Robust control; Sufficient conditions; USA Councils;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377366