Dynamic Programming Approach for Discrete-Valued Time Discrete Optimal Control Problems with Dwell Time Constraints

  • Michael Burger
  • Matthias Gerdts
  • Simone Göttlich
  • Michael Herty
Conference paper
Part of the IFIP Advances in Information and Communication Technology book series (IFIPAICT, volume 494)

Abstract

The article discusses a numerical approach to solve optimal control problems in discrete time that involve continuous and discrete controls. Special attention is drawn to the modeling and treatment of dwell time constraints. For the solution of the optimal control problem in discrete time, a dynamic programming approach is employed. A numerical example is included that illustrates the impact of dwell time constraints in mixed integer optimal control.

Keywords

Dynamic programming Mixed-integer optimization Dwell time constraints 

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Copyright information

© IFIP International Federation for Information Processing 2016

Authors and Affiliations

  • Michael Burger
    • 1
  • Matthias Gerdts
    • 2
  • Simone Göttlich
    • 3
  • Michael Herty
    • 4
  1. 1.Abteilung Mathematische Methoden in Dynamik und Festigkeit MDFFraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWMKaiserslauternGermany
  2. 2.Institut für Mathematik und Rechneranwendung (LRT)Universität der Bundeswehr MünchenNeubibergGermany
  3. 3.Department of MathematicsUniversity of MannheimMannheimGermany
  4. 4.Department of MathematicsRWTH AachenAachenGermany

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