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Constrained Optimal Control of Piecewise Affine Systems


F.J. Christophersen

IEEE Conference on Decision and Control, Maui, Hawaii, USA

We consider the constrained infinite time optimal control problem for the class of discrete-time linear hybrid systems. When a linear performance index is used the infinite time optimal solution is a piecewise affine (PWA) state feedback control law. In this paper we present an algorithm that computes the optimal solution in a computationally efficient manner. It combines a dynamic programming exploration strategy with a multi-parametric linear programming solver and basic polyhedral manipulation.

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