Finite-dimensional characterisation of optimal control laws over an infinite horizon for nonlinear systems
Author(s)
Sassano, M
Mylvaganam, T
Type
Journal Article
Abstract
Infinite-horizon optimal control problems for nonlinear systems are considered. Due to the nonlinear and intrinsically infinite-dimensional nature of the task, solving such optimal control problems is challenging. In this paper an exact finite-dimensional characterisation of the optimal solution over the entire horizon is proposed. This is obtained via the (static) minimisation of a suitably defined function of (projected) trajectories of the underlying Hamiltonian dynamics on a hypersphere of fixed radius. The result is achieved in the spirit of the so-called shooting methods by introducing, via simultaneous forward/backward propagation, an intermediate shooting point much closer to the origin, regardless of the actual initial state. A modified strategy allows one to determine an arbitrarily accurate approximate solution by means of standard gradient-descent algorithms over compact domains. Finally, to further increase robustness of the control law, a receding-horizon architecture is envisioned by designing a sequence of shrinking hyperspheres. These aspects are illustrated by means of a benchmark numerical simulation.
Date Issued
2023-10
Date Acceptance
2022-12-14
Citation
IEEE Transactions on Automatic Control, 2023, 68 (10), pp.5954-5965
ISSN
0018-9286
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Start Page
5954
End Page
5965
Journal / Book Title
IEEE Transactions on Automatic Control
Volume
68
Issue
10
Copyright Statement
© 2022 The Author(s). This work is licensed under a Creative Commons Attribution 4.0 License. For more information, see https://creativecommons.org/licenses/by/4.0/
License URL
Identifier
https://ieeexplore.ieee.org/document/9993806
Publication Status
Published
Date Publish Online
2022-12-20