Controller design and value function approximation for nonlinear dynamical systems
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Publication:259396
Abstract: This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS) approximations of this problem obtained by first lifting the original problem into the space of measures with continuous densities and then restricting these densities to polynomials. These approximations are tightenings, rather than relaxations, of the original problem and provide a sequence of rational controllers with value functions associated to these controllers converging (under some technical assumptions) to the value function of the original problem. In addition, we describe a method to obtain polynomial approximations from above and from below to the value function of the extracted rational controllers, and a method to obtain approximations from below to the optimal value function of the original problem, thereby obtaining a sequence of asymptotically optimal rational controllers with explicit estimates of suboptimality. Numerical examples demonstrate the approach.
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Cited in
(12)- Simultaneous stabilization of polynomial nonlinear systems via density functions
- Quadratic approximate dynamic programming for input-affine systems
- Nonlinear controller design: an iterative relaxation method
- Model reference control of non-linear systems via implicit function emulation
- Undiscounted control policy generation for continuous-valued optimal control by approximate dynamic programming
- Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
- Controller Design For Nonlinear Systems Based on Simultaneous Stabilization Theory and Describing Function Models
- Computable Primal and Dual Bounds for Stochastic Control
- Interval arithmetic techniques for the design of controllers for nonlinear dynamical systems with applications in mechatronics. II
- Controller design and value function approximation for nonlinear dynamical systems
- Performance enhancements for a generic conic interior point algorithm
- Bounding extreme events in nonlinear dynamics using convex optimization
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