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A semi-Lagrangian algorithm in policy space for hybrid optimal control\n problems

2016/08/01 by Roberto Ferretti, Ferretti, Roberto, Achille Sassi +1
Engineering · #Frequency Control in Power Systems

paper · pdf · doi:10.48550/arxiv.1608.00622

Abstract

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

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