Scribd
Upload
79 views

1 Optimal Control: 1.1 Problem Definition

1. Optimal control problems aim to find an admissible control that minimizes a cost function while satisfying system constraints. For discrete systems, the cost is minimized over a finite number of time steps. 2. Dynamic programming solves optimal control problems by working backwards from the final time step. It uses the principle of optimality - that the optimal control strategy between two points in time is part of the overall optimal strategy. 3. The dynamic programming algorithm defines the system and discretizes possible states and controls. It computes the optimal cost-to-go for the final state, then iteratively finds the optimal control and resulting cost-to-go for each preceding state working backwards in time.

Uploaded by

obsedatul1
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
79 views

1 Optimal Control: 1.1 Problem Definition

1. Optimal control problems aim to find an admissible control that minimizes a cost function while satisfying system constraints. For discrete systems, the cost is minimized over a finite number of time steps. 2. Dynamic programming solves optimal control problems by working backwards from the final time step. It uses the principle of optimality - that the optimal control strategy between two points in time is part of the overall optimal strategy. 3. The dynamic programming algorithm defines the system and discretizes possible states and controls. It computes the optimal cost-to-go for the final state, then iteratively finds the optimal control and resulting cost-to-go for each preceding state working backwards in time.

Uploaded by

obsedatul1
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

1 Optimal control

1.1 Problem definition

Given the system x& (t ) = f (x (t ),u (t ), t ) an admissible control u has to be found so that
x follows an admissible trajectory and minimizes the cost function
tf
J = h(x (t f ), t f ) + ∫ g (x (t ), u (t ), t )dt
t0

1.2 Discrete optimal control

Given the system x k +1 = f (x k ,u k ,) , an admissible control u has to be found so that x


follows an admissible trajectory and minimizes the cost function
N −1
J = h (x N ) + ∑ L ( x k , u k ) .
i =1

2 Dynamic programming
2.1 Principle of dynamic programming

Though dynamic programming, the optimal control is fund reverse, starting from the
final state and back to the initial state, while de optimal control is recorded.
Principle of optimality: A control strategy, which is optimal in the interval [0,N], is
also optimal in the interval [k,N], with 0 ≤ k ≤ N . Presuming that J *k + 1 (x k + 1 ) is the
optimal cost from the state k+1 to the final state, only L(x k ,u k ) + J *k +1 (x k +1 ) has to be
optimized. In this case uk can be calculated from
*
uk
( *
) uk
( *
)
J k (xk ) = min L(xk ,uk ) + J k +1 (xk +1 ) = min L(xk ,uk ) + J k +1 (f (xk ,uk ))
This relation can be used for computing the optimal control, starting with
( x N ) = h (x N ) .
J *N
The result of the above equation is an optimal control found by trying all the
admissible control values for all the admissible states.
2.2 The algorithm (discrete dynamic programming)

1. Define the discrete system


2. Determine a final number of admissible control values u min ≤ u ≤ u max .
3. Determine a final number of admissible state values x min ≤ x ≤ x max .
4. Compute J *N (x N ) = h(x N ) for all possible values of x.
5. For every k=N-1, N-2, … 0
For every admissible state (xj)
For every admissible control value (ui) calculate
a. The next state ( x k +1 = f (x j , u i ,) ).
b. The cost of getting to the next state ( L(x j , u i ) )
c. The cost of getting to the final state ( L(x j , u i ) + J *k +1 (f (x j , u i )) )
The optimal control in step k for the state xj is for which
L(x j ,u i ) + J *k +1 (f (x j ,u i )) = min .
6. Given the initial state ( x (0 ) = x 0 ), and the optimal control values for every state
in every step, reconstruct the state trajectory x 0 , x1 , x 2 ,...x N and the control
trajectory u 0 ,u1 , u 2 ,...u N .

You might also like