Skip to main content
Log in

Monotone Numerical Schemes and Feedback Construction for Hybrid Control Systems

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

Hybrid systems are a general framework which can model a large class of control systems arising whenever a set of continuous and discrete dynamics are mixed in a single system. In this paper, we study the convergence of monotone numerical approximations of value functions associated to control problems governed by hybrid systems. We discuss also the feedback reconstruction and derive a convergence result for the approximate feedback control law. Some numerical examples are given to show the robustness of the monotone approximation schemes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  1. Goebel, R., Sanfelice, R.G., Teel, A.R.: Hybrid dynamical systems. IEEE Control Systems 29, 28–93 (2009)

    Article  MathSciNet  Google Scholar 

  2. Liberzon, D.: Switching in Systems and Control. Springer, New York (2003)

    Book  MATH  Google Scholar 

  3. Sussmann, H.: A maximum principle for hybrid optimal control problems. In: Proceedings of the 38th IEEE Conference on Decision and Control 1, 425–430 (1999)

  4. Dharmatti, S., Ramaswamy, M.: Hybrid control system and viscosity solutions. SIAM J. Control Optim. 34, 1259–1288 (2005)

    Article  MathSciNet  Google Scholar 

  5. Zhang, H., James, R.: Optimal control of hybrid systems and a system of quasi-variational inequalities. SIAM J. Control Optim. 45, 722–761 (2006)

    Article  MathSciNet  Google Scholar 

  6. Barles, G., Dharmatti, S.: Unbounded viscosity solutions of hybrid control systems. ESAIM: COCV 16, 176–193 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  7. Ferretti, R., Zidani, H.: Monotone numerical schemes and feedback construction for hybrid control systems. HAL preprint. http://hal.archives-ouvertes.fr/hal-00989492/ (2014). Accessed 4 Aug 2014

  8. Branicky, M.S., Borkar, V., Mitter, S.: A unified framework for hybrid control problem. IEEE Trans. Autom. Control 43, 31–45 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  9. Bensoussan, A., Menaldi, J.L.: Hybrid control and dynamic programming. Dyn. Contin. Discret. Impulse Syst. 3, 395–442 (1997)

    MATH  MathSciNet  Google Scholar 

  10. Granato, G., Zidani, H.: Level-set approach for reachability analysis of hybrid systems under lag constraints. SIAM J. Control Optim. 52, 606–628 (2014)

    Article  MATH  MathSciNet  Google Scholar 

  11. Ishii, K.: Viscosity solutions of nonlinear second order elliptic PDEs associated with impulse control problems II. Funkcialaj Ekvacioj 38, 297–328 (1995)

    MATH  MathSciNet  Google Scholar 

  12. Barles, G., Souganidis, P.E.: Convergence of approximation schemes for fully nonlinear second order equations. Asymptot. Anal. 4, 271–283 (1991)

    MATH  MathSciNet  Google Scholar 

  13. Crandall, M.G., Lions, P.-L.: Two approximations of solutions of Hamilton–Jacobi equations. Math. Comp. 43, 1–19 (1984)

    Article  MATH  MathSciNet  Google Scholar 

  14. Kushner, H.J., Dupuis, P.G.: Numerical Methods for Stochastic Control Problems in Continuous Time. Springer, New York (2001)

    Book  MATH  Google Scholar 

  15. Camilli, F., Falcone, M.: An approximation scheme for the optimal control of diffusion processes. RAIRO Modélisation Mathématique et Analyse Numérique 29, 97–122 (1995)

    MATH  MathSciNet  Google Scholar 

  16. Falcone, M., Ferretti, R.: Semi-Lagrangian schemes for Hamilton–Jacobi equations, discrete representation formulae and Godunov methods. J. Comput. Phys. 175, 559–575 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  17. Falcone, M., Ferretti, R.: Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations. SIAM, Philadelphia (2013)

    Book  Google Scholar 

  18. Crandall, M.G., Tartar, L.: Some relations between nonexpansive and order preserving mappings. Proc. Am. Math. Soc. 78, 385–390 (1980)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgments

This work has been partially supported by the EU under the 7th Framework Program Marie Curie Initial Training Network “FP7-PEOPLE-2010-ITN”, GA number 264735-SADCO.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Roberto Ferretti.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ferretti, R., Zidani, H. Monotone Numerical Schemes and Feedback Construction for Hybrid Control Systems. J Optim Theory Appl 165, 507–531 (2015). https://doi.org/10.1007/s10957-014-0637-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-014-0637-0

Keywords

Mathematics Subject Classification

Navigation