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Feedback Solution to Optimal Switching Problems With Switching Cost

delete2016-10-01
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Ali Heydari *
DOI:10.1109/TNNLS.2015.2388672delete
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Abstract

Abstract

En 中文
The problem of optimal switching between nonlinear autonomous subsystems is investigated in this paper where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense of penalizing switching occurrences and assigning different preferences to utilization of different modes. The mode sequence is unspecified and a switching cost term is used in the cost function for penalizing each switching. It is shown that once a switching cost is incorporated, the optimal cost-to-go function depends on the subsystem which was active at the previous time step. Afterward, an approximate dynamic programming-based method is developed, which provides an approximation of the optimal solution to the problem in a feedback form and for different initial conditions. Finally, the performance of the method is analyzed through numerical examples.
Keywords:
Adaptive dynamic programming
approximate dynamic programming (ADP)
optimal switching
switching cost
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IEEE Transactions on Neural Networks and Learning Systems cover
IEEE Transactions on Neural Networks and Learning Systems
IF:
8.9
Papers:
7.5K
Citations:
7.2W

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