The problem of controlling the state of a system, from a given initial condition, during a fixed time interval minimizing at the same time a criterion of optimality is commonly referred to as finite-horizon optimal control problem. It is well-known that one of the standard solutions to the finite-horizon optimal control problem relies upon the solution of the Hamilton-Jacobi-Bellman (HJB) partial differential equation, which may be difficult or impossible to obtain in closed-form. Herein we propose a methodology to avoid the explicit solution of such HJB pde for input-affine nonlinear systems by means of a dynamic extension. This results in a dynamic time-varying state feedback yielding an approximate solution to the finite-horizon optimal control problem.

Sassano, M., & Astolfi, A. (2011). Approximate finite-horizon optimal control without PDE's. ??????? it.cilea.surplus.oa.citation.tipologie.CitationProceedings.prensentedAt ??????? Proceedings of the IEEE Conference on Decision and Control [10.1109/CDC.2011.6161137].

Approximate finite-horizon optimal control without PDE's

Sassano M.;Astolfi A.
2011

Abstract

The problem of controlling the state of a system, from a given initial condition, during a fixed time interval minimizing at the same time a criterion of optimality is commonly referred to as finite-horizon optimal control problem. It is well-known that one of the standard solutions to the finite-horizon optimal control problem relies upon the solution of the Hamilton-Jacobi-Bellman (HJB) partial differential equation, which may be difficult or impossible to obtain in closed-form. Herein we propose a methodology to avoid the explicit solution of such HJB pde for input-affine nonlinear systems by means of a dynamic extension. This results in a dynamic time-varying state feedback yielding an approximate solution to the finite-horizon optimal control problem.
Proceedings of the IEEE Conference on Decision and Control
Rilevanza internazionale
Settore ING-INF/04 - Automatica
English
Intervento a convegno
Sassano, M., & Astolfi, A. (2011). Approximate finite-horizon optimal control without PDE's. ??????? it.cilea.surplus.oa.citation.tipologie.CitationProceedings.prensentedAt ??????? Proceedings of the IEEE Conference on Decision and Control [10.1109/CDC.2011.6161137].
Sassano, M; Astolfi, A
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/211833
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