From Bellman to Dijkstra: Set oriented construction of globally optimal controllers

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Grüne, Lars ; Junge, Oliver:
From Bellman to Dijkstra: Set oriented construction of globally optimal controllers.
Department of Mathematics, University of Bayreuth; Department of Mathematics, Technical University of Munich
Bayreuth , 2020 . - 30 S.
DOI: https://doi.org/10.15495/EPub_UBT_00004720

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Abstract

We review an approach for discretizing Bellman's optimality principle based on piecewise constant functions. By applying this ansatz to a suitable dynamic game, a discrete feedback can be constructed which robustly stabilizes a given nonlinear control system. Hybrid, event and quantized systems can be naturally handeld by this construction.