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A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
ESAIM: Control, Optimisation and Calculus of Variations, Tome 24 (2018) no. 3, pp. 965-983

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The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the Dynamic Programming equation of an infinite horizon optimal control problem for hybrid systems. In order to speed up convergence, we also propose and analyze an acceleration technique based on policy iteration. Finally, we validate the approach via some numerical tests in low dimension.

Reçu le :
Accepté le :
DOI : 10.1051/cocv/2017022
Classification : 34A38, 49L20, 65B99, 65N06
Keywords: Hybrid control, dynamic programming, semi-lagrangian schemes, policy iteration

Ferretti, Roberto 1 ; Sassi, Achille 1

1 
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     title = {A {semi-Lagrangian} algorithm in policy space for hybrid optimal control problems},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {965--983},
     publisher = {EDP-Sciences},
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     year = {2018},
     doi = {10.1051/cocv/2017022},
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Ferretti, Roberto; Sassi, Achille. A semi-Lagrangian algorithm in policy space for hybrid optimal control problems. ESAIM: Control, Optimisation and Calculus of Variations, Tome 24 (2018) no. 3, pp. 965-983. doi: 10.1051/cocv/2017022

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