Optimal polynomial feedback laws for finite horizon control problems
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Publication:6072899
DOI10.1016/J.CAMWA.2023.08.004arXiv2302.09878MaRDI QIDQ6072899FDOQ6072899
Authors: Karl Kunisch, Donato Vásquez-Varas 
Publication date: 13 October 2023
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Abstract: A learning technique for finite horizon optimal control problems and its approximation based on polynomials is analyzed. It allows to circumvent, in part, the curse dimensionality which is involved when the feedback law is constructed by using the Hamilton-Jacobi-Bellman (HJB) equation. The convergence of the method is analyzed, while paying special attention to avoid the use of a global Lipschitz condition on the nonlinearity which describes the control system. The practicality and efficiency of the method is illustrated by several examples. For two of them a direct approach based on the HJB equation would be unfeasible.
Full work available at URL: https://arxiv.org/abs/2302.09878
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Numerical mathematical programming methods (65K05) Hamilton-Jacobi equations (35F21) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal feedback synthesis (49N35)
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Cited In (6)
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- Optimal regulation using measurement feedback: a polynomial approach
- Polynomial Optimization of Stochastic Feedback Control for Stable Plants
- Optimal control for a polynomial system with a quadratic criterion over infinite horizon
- Consistent smooth approximation of feedback laws for infinite horizon control problems with non-smooth value functions
- Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function
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