A semi-Lagrangian algorithm in policy space for hybrid optimal control problems

Roberto Ferretti and Achille Sassi
december, 2016
Publication type:
Other publication
Keywords :
Hybrid control; Dynamic Programming; Semi-Lagrangian schemes; Policy iteration;
Abstract:
The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the Dynamic Programming equation of an infinite horizon optimal control problem for hybrid systems. In order to speed up convergence, we also propose an acceleration technique based on policy iteration. Finally, we validate the approach via some numerical tests in low dimension.
BibTeX:
@misc{Fer-Sas-2016,
    title={A semi-Lagrangian algorithm in policy space for hybrid optimal 
           control problems },
    year={2016 },
    month={12},
    comment={{umatype:'autre'}},
}