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Global Optimal Control of Perturbed Systems

Author

Listed:
  • L. Grüne

    (Universität Bayreuth)

  • O. Junge

    (Technische Universität München)

Abstract

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 the state space in combination with a new algorithm for the computation of shortest paths in weighted directed hypergraphs. Using the concept of multivalued game, we prove the convergence of the scheme as the discretization parameter goes to zero.

Suggested Citation

  • L. Grüne & O. Junge, 2008. "Global Optimal Control of Perturbed Systems," Journal of Optimization Theory and Applications, Springer, vol. 136(3), pages 411-429, March.
  • Handle: RePEc:spr:joptap:v:136:y:2008:i:3:d:10.1007_s10957-007-9312-z
    DOI: 10.1007/s10957-007-9312-z
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    Cited by:

    1. Martino Bardi & Juan Pablo Maldonado López, 2016. "A Dijkstra-Type Algorithm for Dynamic Games," Dynamic Games and Applications, Springer, vol. 6(3), pages 263-276, September.
    2. Dimitri P. Bertsekas, 2019. "Robust shortest path planning and semicontractive dynamic programming," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(1), pages 15-37, February.

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