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State Constrained Optimal Control

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Abstract:
Estimates on the distance of a nominal state trajectory from the set of state trajectories that are confined to a closed set have an important unifying role in state constrained optimal control theory. They can be used to establish non-degeneracy of optimality conditions such as the Pontryagin Maximum Principle, to show that the value function describing the sensitivity of the minimum cost to changes of the initial condition is characterized as a unique generalized solution to the Hamilton Jacobi equation, and for numerous other purposes. We discuss the validity of various presumed distance estimates and their implications, recent counter-examples illustrating some unexpected pathologies and pose some open questions.

Type of Seminar:
Optimization and Applications Seminar
Speaker:
Prof. Richard Vinter
Department of Electrical and Electronic Engineering, Imperial College London, Great Britain
Date/Time:
Oct 28, 2013   4:30 pm
Location:

HG G 19.1, Rämistrasse 101
Contact Person:

Prof. John Lygeros
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Biographical Sketch:
Richard Vinter (FREng and FIEEE) received the PhD degree in Engineering and ScD degree in Mathematics, both at Cambridge University. He was a Harkness Postdoctoral Fellow in the ESL Laboratory, Massachusetts Institute of Technology, for two years. Since 1974 he has been at Imperial College London, where he is Professor of Control Theory. He is former head of the Control and Power Group in the EEE department and Dean of the Faculty of Engineering. His research interest span nonlinear control, optimal control, game theory, estimation and stochastic decision making. He has published over 180 scientific papers and two books in these areas, including a monograph in optimal control, which is a standard reference in the field.