A dynamic programming approach for L0 optimal control design

被引：2

作者：

Rao, Z. ^{[1
]}

机构：

[1] Austrian Acad Sci, Johann Radon Inst Computat & Appl Math, A-4040 Linz, Austria

来源：

IFAC PAPERSONLINE | 2017年 / 50卷 / 01期

关键词：

Optimal control; dynamic programming; sparse control;

D O I：

10.1016/j.ifacol.2017.08.644

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The present work investigates the optimal control problems with L-0-control cost. The value function is characterized as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The sparsity properties of optimal controllers induced by L-0-penalty is analyzed under different cases of control constraints. The existence of optimal controllers is discussed for the time-discretized problem. The value function and the optimal control are computed by solving the corresponding HJB equation. Numerical examples are presented under different types of control constraints and different penalization parameters with special attention to the sparsity. Comparisons between L-0-controller and other types of controllers are also illustrated. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

引用

页码：2886 / 2891

页数：6

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