A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the Dynamic Programming equation of an infinite horizon optimal cont...
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| Veröffentlicht in: | ESAIM. Control, optimisation and calculus of variations optimisation and calculus of variations, 2018, Vol.24 (3), p.965-983 |
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| container_title | ESAIM. Control, optimisation and calculus of variations |
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| creator | Ferretti, Roberto Sassi, Achille |
| description | The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the Dynamic Programming equation of an infinite horizon optimal control problem for hybrid systems. In order to speed up convergence, we also propose and analyze an acceleration technique based on policy iteration. Finally, we validate the approach via some numerical tests in low dimension. |
| doi_str_mv | 10.1051/cocv/2017022 |
| format | Article |
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| subjects | 34A38 49L20 65B99 65N06 Algorithms Control systems Dynamic programming Hybrid control Hybrid systems Iterative methods Lagrange multiplier Optimal control policy iteration semi-lagrangian schemes |
| title | A semi-Lagrangian algorithm in policy space for hybrid optimal control problems |
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