Global optimal control of perturbed systems

Details Global optimal control of perturbed systems Global optimal control of perturbed systems

2007-03-29

arxiv.org/abs/math/0703874v1

Mathematics

Optimization and Control

Scientific paper

We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state space in combination with a new algorithm for the computation of shortest paths in weighted directed hypergraphs. Using the concept of a multivalued game, we prove convergence of the scheme as the discretization parameter goes to zero.

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