Global Optimal Control of Perturbed Systems

L. Grüne and O. Junge ()
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L. Grüne: Universität Bayreuth
O. Junge: Technische Universität München

Journal of Optimization Theory and Applications, 2008, vol. 136, issue 3, No 7, 429 pages

Abstract: 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 the state space in combination with a new algorithm for the computation of shortest paths in weighted directed hypergraphs. Using the concept of multivalued game, we prove the convergence of the scheme as the discretization parameter goes to zero.

Keywords: Optimal control; Dynamic games; Set-oriented numerics; Graph theory (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-007-9312-z

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