Hybrid Control Laws From Convex Dynamic Programming
(2000) 1. p.472477 Abstract
 In a previous paper, we showed how classical ideas for dynamicprogramming in discrete networks can be adapted to hybrid systems. The approach is based on discretization of the continuous Bellman inequality which gives a lower bound on the optimal cost. The lower bound is maximized by linear programming to get an approximation of the optimal solution.In this paper, we apply ideas from infinitedimensional convex analysis to get an inequality which is dual to the well known Bellman inequality. The result is a linear programming problem that gives an estimate of the approximation error in the previous numerical approaches.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/538016
 author
 Hedlund, Sven ^{LU} and Rantzer, Anders ^{LU}
 organization
 publishing date
 2000
 type
 Chapter in Book/Report/Conference proceeding
 publication status
 published
 subject
 keywords
 duality (mathematics), discrete time systems, convex programming, dynamic programming, optimal control, linear programming
 host publication
 Proceedings of the 39th IEEE Conference on Decision and Control, 2000.
 volume
 1
 pages
 472  477
 publisher
 IEEE  Institute of Electrical and Electronics Engineers Inc.
 external identifiers

 scopus:0034439605
 ISBN
 0780366387
 DOI
 10.1109/CDC.2000.912810
 language
 English
 LU publication?
 yes
 id
 ab5cc584b0894bce893301e662b15479 (old id 538016)
 date added to LUP
 20160404 11:28:30
 date last changed
 20220129 21:53:20
@inproceedings{ab5cc584b0894bce893301e662b15479, abstract = {{In a previous paper, we showed how classical ideas for dynamicprogramming in discrete networks can be adapted to hybrid systems. The approach is based on discretization of the continuous Bellman inequality which gives a lower bound on the optimal cost. The lower bound is maximized by linear programming to get an approximation of the optimal solution.In this paper, we apply ideas from infinitedimensional convex analysis to get an inequality which is dual to the well known Bellman inequality. The result is a linear programming problem that gives an estimate of the approximation error in the previous numerical approaches.}}, author = {{Hedlund, Sven and Rantzer, Anders}}, booktitle = {{Proceedings of the 39th IEEE Conference on Decision and Control, 2000.}}, isbn = {{0780366387}}, keywords = {{duality (mathematics); discrete time systems; convex programming; dynamic programming; optimal control; linear programming}}, language = {{eng}}, pages = {{472477}}, publisher = {{IEEE  Institute of Electrical and Electronics Engineers Inc.}}, title = {{Hybrid Control Laws From Convex Dynamic Programming}}, url = {{https://lup.lub.lu.se/search/files/5782056/625734.pdf}}, doi = {{10.1109/CDC.2000.912810}}, volume = {{1}}, year = {{2000}}, }