Title :
A verification theorem for hybrid optimal control problem
Author :
Shaikh, M. Shahid ; Caines, Peter E.
Author_Institution :
Dept. of Electr. Eng., Nat. Univ. of Comput. & Emerging Sci., Karachi, Pakistan
Abstract :
A class of the hybrid optimal control problem is formulated and a hybrid dynamic programming principle (DPP) is presented which constitutes a generalization of the celebrated dynamic programming principle of Richard Bellman. It is shown that similarly to the case of continuous dynamic programming, which leads to the well known Hamilton-Jacobi-Bellman (HJB) functional partial differential equation, the hybrid dynamic programming principle (HDPP) leads to a hybrid HJB equation.
Keywords :
dynamic programming; optimal control; partial differential equations; Hamilton-Jacobi-Bellman; functional partial differential equation; hybrid dynamic programming principle; hybrid optimal control problem; verification theorem; Continuous time systems; Control systems; Differential equations; Dynamic programming; Nonlinear control systems; Nonlinear dynamical systems; Operations research; Optimal control; Partial differential equations; Sufficient conditions;
Conference_Titel :
Multitopic Conference, 2009. INMIC 2009. IEEE 13th International
Conference_Location :
Islamabad
Print_ISBN :
978-1-4244-4872-2
Electronic_ISBN :
978-1-4244-4873-9
DOI :
10.1109/INMIC.2009.5383147
