Title :
Relationship between dynamic programming and the Maximum Principle for impulsive hybrid LQ optimal control problems
Author :
Galvan-Guerra, R. ; Azhmyakov, V.
Author_Institution :
Dept. de Control Automatico, CINVESTAV, Mexico City
Abstract :
This paper deals with optimization techniques for linear impulsive hybrid systems (LIHSs). We study the LQ (linear quadratic) impulsive hybrid optimal control problem (OCP) and apply the corresponding Pontryagin-type maximum principle (MP) (see). Our aim is to investigate the natural relationship between the above MP and the Bellman dynamic programming (DP) approach to the above hybrid OCP under consideration. We derive the associated Riccati-type formalism and discuss some related numerical schemes.
Keywords :
dynamic programming; linear quadratic control; nonlinear differential equations; optimal control; Pontryagin-type maximum principle; Riccati-type formalism; dynamic programming; impulsive hybrid LQ optimal control problems; linear impulsive hybrid systems; Automatic control; Control systems; Convergence of numerical methods; Delay systems; Dynamic programming; Explosions; Optimal control; Riccati equations; Robustness; Switches;
Conference_Titel :
Electrical Engineering, Computing Science and Automatic Control, 2008. CCE 2008. 5th International Conference on
Conference_Location :
Mexico City
Print_ISBN :
978-1-4244-2498-6
Electronic_ISBN :
978-1-4244-2499-3
DOI :
10.1109/ICEEE.2008.4723389
