Dynamic Programming Techniques for Feedback Control

We consider a dynamic programming approach for solving optimal control problems of sampled continuous-time systems. Robustness to bounded noise and model uncertainties is provided by formulating the problem in the framework of differential games. We use a semi-Lagrangian scheme for the computation o...

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Bibliographic Details
Published inIFAC Proceedings Volumes Vol. 44; no. 1; pp. 6857 - 6862
Main Authors da Silva, Jorge Estrela, Borges de Sousa, João
Format Journal Article
LanguageEnglish
Published 01.01.2011
Subjects
Dynamic programming
nonlinear control
numerical algorithms
robust control
robust control
numerical algorithms
nonlinear control
Dynamic programming
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Summary:We consider a dynamic programming approach for solving optimal control problems of sampled continuous-time systems. Robustness to bounded noise and model uncertainties is provided by formulating the problem in the framework of differential games. We use a semi-Lagrangian scheme for the computation of the value function and the state feedback control law for constrained infinite horizon optimal control problems. The approach is illustrated with the optimal control of linear systems and nonlinear systems subject to bounded disturbances.
ISSN:1474-6670
DOI:10.3182/20110828-6-IT-1002.02629