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Convex Dynamic Programming for Hybrid Systems

Hedlund, Sven LU and Rantzer, Anders LU (2002) In IEEE Transactions on Automatic Control 47(9). p.1536-1540
Abstract
A classical linear programming approach to optimization of flow or transportation in a discrete graph is extended to hybrid systems. The problem is finite-dimensional if the state space is discrete and finite, but becomes infinite-dimensional for a continuous or hybrid state space. It is shown how strict lower bounds on the optimal loss function can be computed by gridding the continuous state space and restricting the linear program to a finite-dimensional subspace. Upper bounds can be obtained by evaluation of the corresponding control laws.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
hybrid systems, Terms—Convex optimization, dynamic programming, optimal control, linear program
in
IEEE Transactions on Automatic Control
volume
47
issue
9
pages
1536 - 1540
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • wos:000177921900017
  • scopus:0036740941
ISSN
0018-9286
DOI
10.1109/TAC.2002.802753
language
English
LU publication?
yes
id
8ea9573b-5cd4-47cc-b4ed-5fc27ee78f02 (old id 162021)
date added to LUP
2007-06-21 15:15:13
date last changed
2017-12-10 04:32:31
@article{8ea9573b-5cd4-47cc-b4ed-5fc27ee78f02,
  abstract     = {A classical linear programming approach to optimization of flow or transportation in a discrete graph is extended to hybrid systems. The problem is finite-dimensional if the state space is discrete and finite, but becomes infinite-dimensional for a continuous or hybrid state space. It is shown how strict lower bounds on the optimal loss function can be computed by gridding the continuous state space and restricting the linear program to a finite-dimensional subspace. Upper bounds can be obtained by evaluation of the corresponding control laws.},
  author       = {Hedlund, Sven and Rantzer, Anders},
  issn         = {0018-9286},
  keyword      = {hybrid systems,Terms—Convex optimization,dynamic programming,optimal control,linear program},
  language     = {eng},
  number       = {9},
  pages        = {1536--1540},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  series       = {IEEE Transactions on Automatic Control},
  title        = {Convex Dynamic Programming for Hybrid Systems},
  url          = {http://dx.doi.org/10.1109/TAC.2002.802753},
  volume       = {47},
  year         = {2002},
}