On cost design in applications of optimal control
Jouini, Taouba LU and Rantzer, Anders LU
(2021)
In IEEE Control Systems Letters
6.
p.452-457
- Abstract
- A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be a value function of the optimal control problem with suitable cost design and then study combinations of input and state penalty that are compatible with this value function. This drastically simplifies the role of the Hamilton-Jacobi-Bellman equation, since it is no longer a partial differential equation to be solved, but an algebraic relationship between different terms of the cost. The paper illustrates this idea in different examples, including H_\infty control and optimal control of coupled... (More)
- A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be a value function of the optimal control problem with suitable cost design and then study combinations of input and state penalty that are compatible with this value function. This drastically simplifies the role of the Hamilton-Jacobi-Bellman equation, since it is no longer a partial differential equation to be solved, but an algebraic relationship between different terms of the cost. The paper illustrates this idea in different examples, including H_\infty control and optimal control of coupled oscillators. (Less)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/18527cf5-2ff6-43e1-87e8-be5faa12442f
- author
- Jouini, Taouba
LU
and Rantzer, Anders
LU
- organization
- publishing date
- 2021-05-12
- type
- Contribution to journal
- publication status
- published
- subject
- in
- IEEE Control Systems Letters
- volume
- 6
- pages
- 6 pages
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- external identifiers
-
- scopus:85105868212
- ISSN
- 2475-1456
- DOI
- 10.1109/LCSYS.2021.3079642
- project
- Scalable Control of Interconnected Systems
- language
- English
- LU publication?
- yes
- id
- 18527cf5-2ff6-43e1-87e8-be5faa12442f
- date added to LUP
- 2021-04-26 11:34:10
- date last changed
- 2023-11-23 01:57:15
@article{18527cf5-2ff6-43e1-87e8-be5faa12442f,
abstract = {{A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be a value function of the optimal control problem with suitable cost design and then study combinations of input and state penalty that are compatible with this value function. This drastically simplifies the role of the Hamilton-Jacobi-Bellman equation, since it is no longer a partial differential equation to be solved, but an algebraic relationship between different terms of the cost. The paper illustrates this idea in different examples, including H_\infty control and optimal control of coupled oscillators.}},
author = {{Jouini, Taouba and Rantzer, Anders}},
issn = {{2475-1456}},
language = {{eng}},
month = {{05}},
pages = {{452--457}},
publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
series = {{IEEE Control Systems Letters}},
title = {{On cost design in applications of optimal control}},
url = {{https://lup.lub.lu.se/search/files/97548573/cost_design_in_applications_of_optimal_control_15_1_.pdf}},
doi = {{10.1109/LCSYS.2021.3079642}},
volume = {{6}},
year = {{2021}},
}