Global optimal control of perturbed systems

DOI10.1007/S10957-007-9312-ZMaRDI QIDQ927215zbMATH OpenOpenAlexFDO

Authors Lars Grüne, Oliver Junge

Publication date 4 June 2008

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0703874

zbMATH Keywords

graph theoryoptimal controldynamic gamesset-oriented numerics

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Dynamic games (91A25) Perturbations in control/observation systems (93C73) Popov-type stability of feedback systems (93D10)

Abstract: We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state space in combination with a new algorithm for the computation of shortest paths in weighted directed hypergraphs. Using the concept of a multivalued game, we prove convergence of the scheme as the discretization parameter goes to zero.

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Cited in

(19)

• Cellular non-deterministic automata and partial differential equations
• Robust shortest path planning and semicontractive dynamic programming
• Numerical event-based ISS controller design via a dynamic game approach
• Global optimal control of perturbed systems
• Global impulsive optimal control computation
• Global extremum in autonomous problems of optimal control
• A set oriented approach to global optimal control
• Least-violating symbolic controller synthesis for safety, reachability and attractivity specifications
• scientific article; zbMATH DE number 2169153 (Why is no real title available?)
• From Bellman to Dijkstra: set-oriented construction of globally optimal controllers
• Global optimization, level set dynamics, incomplete sensitivity and regularity control
• Optimization Based Stabilization of Nonlinear Control Systems
• scientific article; zbMATH DE number 1552381 (Why is no real title available?)
• Optimal capture trajectories using multiple gravity assists
• Optimal value functions for weakly coupled systems: a posteriori estimates
• Local path fitting: A new approach to variational integrators
• Subdivision algorithm for optimal control
• A new network approach to Bayesian inference in partial differential equations
• A Dijkstra-type algorithm for dynamic games

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