Nonlinear optimal control via occupation measures and LMI-relaxations
Optimization and Control
2016-08-14 v1
Abstract
We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control con- straints and cost are all described by polynomials, and more generally for OCPs with smooth data. In addition, state constraints as well as state and/or action constraints are allowed. We provide a simple hierarchy of LMI (lin- ear matrix inequality)-relaxations whose optimal values form a nondecreasing sequence of lower bounds on the optimal value. Under some convexity assump- tions, the sequence converges to the optimal value of the OCP. Preliminary results show that good approximations are obtained with few moments.
Cite
@article{arxiv.math/0703377,
title = {Nonlinear optimal control via occupation measures and LMI-relaxations},
author = {Jean-Bernard Lasserre and Didier Henrion and Christophe Prieur and Emmanuel Trélat},
journal= {arXiv preprint arXiv:math/0703377},
year = {2016}
}