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Relationship between dynamic programming and the Maximum Principle for impulsive hybrid LQ optimal control problems

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2 Author(s)
Galvan-Guerra, R. ; Dept. de Control Automatico, CINVESTAV, Mexico City ; Azhmyakov, V.

This paper deals with optimization techniques for linear impulsive hybrid systems (LIHSs). We study the LQ (linear quadratic) impulsive hybrid optimal control problem (OCP) and apply the corresponding Pontryagin-type maximum principle (MP) (see). Our aim is to investigate the natural relationship between the above MP and the Bellman dynamic programming (DP) approach to the above hybrid OCP under consideration. We derive the associated Riccati-type formalism and discuss some related numerical schemes.

Published in:

Electrical Engineering, Computing Science and Automatic Control, 2008. CCE 2008. 5th International Conference on

Date of Conference:

12-14 Nov. 2008

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