Global Optimal Control of Perturbed Systems

Titelangaben

Grüne, Lars ; Junge, Oliver:
Global Optimal Control of Perturbed Systems.
In: Journal of Optimization Theory and Applications. Bd. 136 (2008) Heft 3 . - S. 411-429.
ISSN 0022-3239
DOI: https://doi.org/10.1007/s10957-007-9312-z

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Abstract

We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state space in combination with a new algorithm for the computation of shortest paths in weighted directed hypergraphs. Using the concept of a multivalued game, we prove convergence of the scheme as the discretization parameter goes to zero.