231 research outputs found
Global optimal control of perturbed systems
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 state space in combination with a new algorithm for the
computation of shortest paths in weighted directed hypergraphs. Using the
concept of a multivalued game, we prove convergence of the scheme as the
discretization parameter goes to zero
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