Title :
Continuity of the value function for exit time optimal control problems of hybrid systems
Author :
Rungger, Matthias ; Stursberg, Olaf
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Univ. of Kassel, Kassel, Germany
Abstract :
This paper proves the uniform continuity of the value function for exit time optimal control problems of hybrid systems with autonomous and controlled transitions. By extending conditions already used for purely continuous systems the paper provides the ground for numerical algorithms for dynamic programming of hybrid systems. Transversality conditions for the continuous dynamics at the guard set boundaries ensure that the continuity property of the value function is not altered by a discrete transition of the hybrid system.
Keywords :
dynamic programming; optimal control; continuous dynamics; dynamic programming; exit time optimal control; hybrid systems; transversality condition; value function continuity property; Aerospace electronics; Approximation methods; Continuous time systems; Controllability; Optimal control; Trajectory;
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
978-1-4244-7745-6
DOI :
10.1109/CDC.2010.5718054