Junge, O

Osinga, Hinke M

English

Oliver Junge

Hinke M Osinga

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A Set Oriented Approach To Global Optimal Control

We describe an algorithm for computing the value function for 'all source, single destination' discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path problem on a finite graph. The method is illustrated by two numerical examples, namely a single pendulum on a cart and a parametrically driven inverted double pendulum

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https://research-information.bris.ac.uk/files/2997693/bcanm_2002r20.pdf

A set oriented approach to global optimal control

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