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An hybrid system approach to nonlinear optimal control problems
Jean-Guillaume Dumas ( ) 1, Aude Rondepierre 2
(2005-02-08)

We consider a nonlinear ordinary differential equation and want to control its behavior so that it reaches a target by minimizing a cost function. Our approach is to use hybrid systems to solve this problem: the complex dynamic is replaced by piecewise affine approximations which allow an analytical resolution. The sequence of affine models then forms a sequence of states of a hybrid automaton. Given a sequence of states, we introduce an hybrid approximation of the nonlinear controllable domain and propose a new algorithm computing a controllable, piecewise convex approximation. The same way the nonlinear optimal control problem is replaced by an hybrid piecewise affine one. Stating a hybrid maximum principle suitable to our hybrid model, we deduce the global structure of the hybrid optimal control steering the system to the target.
1:  Laboratoire Jean Kuntzmann (LJK)
CNRS : UMR5224 – Université Joseph Fourier - Grenoble I – Université Pierre Mendès-France - Grenoble II – Institut Polytechnique de Grenoble
2:  Mathématiques pour l'Industrie et la Physique (MIP)
CNRS : UMR5640 – Université des Sciences Sociales - Toulouse I – Université Paul Sabatier - Toulouse III – Institut National des Sciences Appliquées de Toulouse
Mathematics/Optimization and Control

Computer Science/Symbolic Computation
Affine and Nonlinear Optimal Control Problems – Canonical Transformation – Controllability – Hybrid System.
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