Dynamic programming for constrained optimal control of discrete-time linear hybrid systems

  • Authors:
  • Francesco Borrelli;Mato Baotić;Alberto Bemporad;Manfred Morari

  • Affiliations:
  • Automatic Control Laboratory, ETH Zentrum, CH-8092 Zurich, Switzerland;Automatic Control Laboratory, ETH Zentrum, CH-8092 Zurich, Switzerland;Dip. Ingegneria dell'Informazione, University of Siena, 53100 Siena, Italy;Automatic Control Laboratory, ETH Zentrum, CH-8092 Zurich, Switzerland

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2005

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Abstract

In this paper we study the solution to optimal control problems for constrained discrete-time linear hybrid systems based on quadratic or linear performance criteria. The aim of the paper is twofold. First, we give basic theoretical results on the structure of the optimal state-feedback solution and of the value function. Second, we describe how the state-feedback optimal control law can be constructed by combining multiparametric programming and dynamic programming.