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Infinite Time Optimal Control of Hybrid Systems with a Linear Performance Index


M. Baotic, F.J. Christophersen, M. Morari

vol. AUT03-04

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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(04)Technical Report

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  author       = {M. Baoti{\'c} and F. J. Christophersen and
                  M. Morari},
  title	       = {{Infinite Time Optimal Control of Hybrid Systems
                  with a Linear Performance Index}},
  institution  = {Automatic Control Laboratory},
  year	       = 2003,
  address      = {Swiss Federal Institute of Technology (ETH)},
  month	       = mar,
  number       = {AUT03-04},
  note	       = {Available from
  keywords     = {constrained systems, infinite time, optimal control,
                  discrete time systems, linear hybrid systems,
                  dynamic programming, multi-parametric linear
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