On the Relation Between the Minimum Principle and Dynamic Programming for Classical and Hybrid Control Systems

DOI10.1109/TAC.2017.2667043MaRDI QIDQ4566835zbMATH OpenOpenAlexFDO

Authors Ali Pakniyat, Peter E. Caines

Publication date 27 June 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.03158

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimality conditions for problems involving relations other than differential equations (49K21) Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Abstract: Hybrid optimal control problems are studied for a general class of hybrid systems where autonomous and controlled state jumps are allowed at the switching instants and in addition to terminal and running costs switching between discrete states incurs costs. The statements of the Hybrid Minimum Principle and Hybrid Dynamic Programming are presented in this framework and it is shown that under certain assumptions the adjoint process in the Hybrid Minimum Principle and the gradient of the value function in Hybrid Dynamic Programming are governed by the same set of differential equations and have the same boundary conditions and hence are almost everywhere identical to each other along optimal trajectories. Analytic examples are provided to illustrate the results and, in particular, a Riccati formalism for linear quadratic hybrid tracking problems is presented.

Cited in

(10)

• On transforming hybrid nonlinear control problems with model uncertainty and input disturbance to mixed integer-linear programs
• Optimal control of constrained switched systems and application to electrical vehicle energy management
• Realisation of the transient dynamics of dimension-varying control systems
• Theoretical guarantees for satisfaction of terminal state constraints for nonlinear stochastic systems
• A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
• Optimal switching control for drug therapy process in cancer chemotherapy
• The minimum principle of hybrid optimal control theory
• Hybrid parametric minimum principle
• Hybrid optimal control of an electric vehicle with a dual-planetary transmission
• Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems

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