Relationship between dynamic programming and the maximum principle for impulsive hybrid LQ optimal control problems

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Relationship between dynamic programming and the maximum principle for impulsive hybrid LQ optimal control problems

Year : 2008

Source Title : 2008 5th International Conference on Electrical Engineering, Computing Science and Automatic Control, CCE 2008

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Abstract

This paper deals with optimization techniques for linear impulsive hybrid systems (LIHSs). We study the LQ (linear quadratic) impulsive hybrid optimal control problem (OCP) and apply the corresponding Pontryagin-type Maximum Principle (MP) (see [11], [14], [4]). Our aim is to investigate the natural relationship between the above MP and the Bellman Dynamic Programming (DP) approach to the above hybrid OCP under consideration. We derive the associated Riccatitype formalism and discuss some related numerical schemes. © 2008 IEEE.