The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion

Bo Li, Yuanguo Zhu and Yuefen Chen

International Journal of Systems Science, 2017, vol. 48, issue 8, 1766-1774

Abstract: In this paper, we introduce an approximate model and propose a piecewise optimisation method to simplify the expression of optimal control for an uncertain linear quadratic optimal control problem. First, we consider an optimal control problem of uncertain linear quadratic model under optimistic value criterion. Based on the equation of optimality, we deduce an analytic expression of optimal control. Then, we study an approximate model with control parameter and propose a piecewise optimisation method for solving the optimal parameter of such an approximate model. As an application, a four-wheel steering vehicle optimal control problem is given to show the utility of the proposed approximate model and the efficiency of the proposed piecewise optimisation method.

Date: 2017
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DOI: 10.1080/00207721.2017.1282061

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