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On approximate policy iteration for continuous-time systems

Wernrud, Andreas LU and Rantzer, Anders LU (2005) 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 In Proceedings of the 44th IEEE Conference on Decision and Control and the 2005 European Control Conference p.1453-1458
Abstract
We propose a new algorithm for feedback nonlinear synthesis. The algorithm computes suboptimal solutions, with bounds on suboptimality, to the Hamilton-Jacobi-Bellman equation. For systems that are modeled with polynomials the computations can be done efficiently via semidefinite programming. To illustrate the strength of the proposed method, we computesmooth stabilizing feedback controllers for several problems.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
convex optimization, optimal control, nonlinear synthesis
in
Proceedings of the 44th IEEE Conference on Decision and Control and the 2005 European Control Conference
pages
1453 - 1458
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
external identifiers
  • WOS:000240653701074
  • Scopus:33847184924
ISBN
0-7803-9568-9
DOI
10.1109/CDC.2005.1582363
language
English
LU publication?
yes
id
d196a23f-dbb6-410c-ac4a-45ea39e1a9f7 (old id 535797)
alternative location
http://ieeexplore.ieee.org/iel5/10559/33412/01582363.pdf?tp=&arnumber=1582363&isnumber=33412
date added to LUP
2007-09-25 13:55:47
date last changed
2016-10-13 04:40:17
@misc{d196a23f-dbb6-410c-ac4a-45ea39e1a9f7,
  abstract     = {We propose a new algorithm for feedback nonlinear synthesis. The algorithm computes suboptimal solutions, with bounds on suboptimality, to the Hamilton-Jacobi-Bellman equation. For systems that are modeled with polynomials the computations can be done efficiently via semidefinite programming. To illustrate the strength of the proposed method, we computesmooth stabilizing feedback controllers for several problems.},
  author       = {Wernrud, Andreas and Rantzer, Anders},
  isbn         = {0-7803-9568-9},
  keyword      = {convex optimization,optimal control,nonlinear synthesis},
  language     = {eng},
  pages        = {1453--1458},
  publisher    = {ARRAY(0xd13dac0)},
  series       = {Proceedings of the 44th IEEE Conference on Decision and Control and the 2005 European Control Conference},
  title        = {On approximate policy iteration for continuous-time systems},
  url          = {http://dx.doi.org/10.1109/CDC.2005.1582363},
  year         = {2005},
}