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Coupling MPC and DP Methods for an Efficient Solution of Optimal Control Problems

  • A. Alla
  • G. Fabrini
  • M. Falcone
Conference paper
Part of the IFIP Advances in Information and Communication Technology book series (IFIPAICT, volume 494)

Abstract

We study the approximation of optimal control problems via the solution of a Hamilton-Jacobi equation in a tube around a reference trajectory which is first obtained solving a Model Predictive Control problem. The coupling between the two methods is introduced to improve the initial local solution and to reduce the computational complexity of the Dynamic Programming algorithm. We present some features of the method and show some results obtained via this technique showing that it can produce an improvement with respect to the two uncoupled methods.

Keywords

Optimal control Dynamic Programming Model Predictive Control Semi-Lagrangian schemes 

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Copyright information

© IFIP International Federation for Information Processing 2016

Authors and Affiliations

  1. 1.Department of Scientific ComputingFlorida State UniversityTallahasseeUSA
  2. 2.DIMEUniversità di GenovaGenovaItaly
  3. 3.Laboratoire Jacques-Louis Lions, Sorbonne Universités UPMC Univ Paris 06ParisFrance
  4. 4.Dipartimento di MatematicaLa Sapienza Università di RomaRomaItaly

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