Global optimal control of perturbed systems
Optimization and Control
2007-05-23 v1
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.
Cite
@article{arxiv.math/0703874,
title = {Global optimal control of perturbed systems},
author = {Lars Grüne and Oliver Junge},
journal= {arXiv preprint arXiv:math/0703874},
year = {2007}
}