A finite state stochastic minimax optimal control problem with infinite horizon

1997 ◽  
pp. 134-141 ◽  
Author(s):  
Silvia C. Di Marco ◽  
Roberto L. V. González
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Infinite Horizon ◽  
Minimax Optimal Control ◽  
Finite State

scholarly journals Intrinsic Optimal Control for Mechanical Systems on Lie Group

2017 ◽  
Vol 2017 ◽  
pp. 1-8
Author(s):  
Chao Liu ◽  
Shengjing Tang ◽  
Jie Guo
Keyword(s):  
Optimal Control ◽  
Analytical Solution ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Lie Group ◽  
Control Method ◽  
Geodesic Distance ◽  
Infinite Horizon ◽  
Mechanical Systems ◽  
Programming Approach

The intrinsic infinite horizon optimal control problem of mechanical systems on Lie group is investigated. The geometric optimal control problem is built on the intrinsic coordinate-free model, which is provided with Levi-Civita connection. In order to obtain an analytical solution of the optimal problem in the geometric viewpoint, a simplified nominal system on Lie group with an extra feedback loop is presented. With geodesic distance and Riemann metric on Lie group integrated into the cost function, a dynamic programming approach is employed and an analytical solution of the optimal problem on Lie group is obtained via the Hamilton-Jacobi-Bellman equation. For a special case on SO(3), the intrinsic optimal control method is used for a quadrotor rotation control problem and simulation results are provided to show the control performance.

NUMERICAL ANALYSIS OF A MINIMAX OPTIMAL CONTROL PROBLEM WITH AN ADDITIVE FINAL COST

2002 ◽  
Vol 12 (02) ◽  
pp. 183-203 ◽  
Author(s):  
LAURA S. ARAGONE ◽  
SILVIA C. DI MARCO ◽  
ROBERTO L. V. GONZÁLEZ
Keyword(s):  
Optimal Control ◽  
Numerical Analysis ◽  
Optimal Control Problem ◽  
Convergence Rate ◽  
Control Problem ◽  
Discrete Solution ◽  
Discrete Scheme ◽  
Fully Discrete ◽  
Minimax Optimal Control ◽  
Continuous Problem

In this paper we deal with the numerical analysis of an optimal control problem of minimax type with finite horizon and final cost. To get numerical approximations we devise here a fully discrete scheme which enables us to compute an approximated solution. We prove that the fully discrete solution converges to the solution of the continuous problem and we also give the order of the convergence rate. Finally we present some numerical results.

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