A hybrid Bellman equation for bimodal systems

Authors:
Peter Caines;Magnus Egerstedt;Roland Malhame;Angela Schöllig
Affiliations:
McGill University, Electrical and Computer Engineering, Montreal, Quebec, Canada;Georgia Institute of Technology, Electrical and Computer Engineering, Atlanta, GA;Ecole Polytechnique Motreal, Electrical Engineering, Montreal, Quebec, Canada;Georgia Institute of Technology, Civil and Environmental Engineering, Atlanta, GA
Venue:
HSCC'07 Proceedings of the 10th international conference on Hybrid systems: computation and control
Year:
2007

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Abstract

In this paper we present a dynamic programming formulation of a hybrid optimal control problem for bimodal systems with regional dynamics. In particular, based on optimality-zone computations, a framework is presented in which the resulting hybrid Bellman equation guides the design of optimal control programs with, at most, N discrete transitions.