About: A semi-Lagrangian algorithm in policy space for hybrid optimal control problems

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Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/edp/periodical/cocv/2018/volume_24/issue_3/w
Subject	Hybrid systems Dynamic programming method None of the above, but in MSC2010 section 65Bxx Finite difference methods Hybrid control policy iteration semi-lagrangian schemes dynamic programming
Title	A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
Date	2018-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/cocv/2018/volume_24/issue_3/cocv170013/m/print http://hub.abes.fr/edp/periodical/cocv/2018/volume_24/issue_3/cocv170013/m/web
related by	http://hub.abes.fr/edp/periodical/cocv/2018/volume_24/issue_3/cocv170013/authorship/1 http://hub.abes.fr/edp/periodical/cocv/2018/volume_24/issue_3/cocv170013/authorship/2
Author	Sassi, Achille Ferretti, Roberto
Abstract	The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the Dynamic Programming equation of an infinite horizon optimal control problem for hybrid systems. In order to speed up convergence, we also propose and analyze an acceleration technique based on policy iteration. Finally, we validate the approach via some numerical tests in low dimension.
article type	research-article
publisher identifier	cocv170013
Date Copyrighted	2018-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI 2018
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Control, Optimisation and Calculus of Variations
is primary topic of	http://hub.abes.fr/edp/periodical/cocv/2018/volume_24/issue_3/cocv170013/w/record

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