A dynamic programming approach for L 0 optimal control design
| Autor: | Zhiping Rao |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
0209 industrial biotechnology
Work (thermodynamics) Computer science MathematicsofComputing_NUMERICALANALYSIS Hamilton–Jacobi–Bellman equation Optimal substructure 02 engineering and technology Optimal control 01 natural sciences 010101 applied mathematics Dynamic programming 020901 industrial engineering & automation Control and Systems Engineering Control theory Bellman equation 0101 mathematics Viscosity solution |
| Zdroj: | IFAC-PapersOnLine. 50:2886-2891 |
| ISSN: | 2405-8963 |
| DOI: | 10.1016/j.ifacol.2017.08.644 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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