Approximate dynamic programming based solutions for fixed-final-time optimal control and optimal switching

Optimal solutions with neural networks (NN) based on an approximate dynamic programming (ADP) framework for new classes of engineering and non-engineering problems and associated difficulties and challenges are investigated in this dissertation. In the enclosed eight papers, the ADP framework is utilized for solving fixed-final-time problems (also called terminal control problems) and problems with switching nature. An ADP based algorithm is proposed in Paper 1 for solving fixed-final-time problems with soft terminal constraint, in which, a single neural network with a single set of weights is utilized. Paper 2 investigates fixed-final-time problems with hard terminal constraints. The optimality analysis of the ADP based algorithm for fixed-final-time problems is the subject of Paper 3, in which, it is shown that the proposed algorithm leads to the global optimal solution providing certain conditions hold. Afterwards, the developments in Papers 1 to 3 are used to tackle a more challenging class of problems, namely, optimal control of switching systems. This class of problems is divided into problems with fixed mode sequence (Papers 4 and 5) and problems with free mode sequence (Papers 6 and 7). Each of these two classes is further divided into problems with autonomous subsystems (Papers 4 and 6) and problems with controlled subsystems (Papers 5 and 7). Different ADP-based algorithms are developed and proofs of convergence of the proposed iterative algorithms are presented. Moreover, an extension to the developments is provided for online learning of the optimal switching solution for problems with modeling uncertainty in Paper 8. Each of the theoretical developments is numerically analyzed using different real-world or benchmark problems --Abstract, page v