arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.13644eess.SYcs.SY
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基于动态规划和保优欧拉方法的鲁棒最优控制

Robust optimal control using dynamic programming and guaranteed Euler's method

Jawher Jerray, Laurent Fribourg, Étienne André

摘要:

基于集合的集成方法允许证明微分系统的属性,其中考虑有界干扰。满足这些性质的系统(离散系统、连续系统或混合系统)称为鲁棒系统。在最优控制综合的背景下,基于集合的方法通常是两类数值优化方法的扩展:第一,基于凸优化的方法;第二,基于动态规划原理的方法。Heymann等人最近证明,对于某些低维系统,第二种数值方法可以给出比第一种更好的解。他们已经建立了一个求解器(Bocop),实现了这两种数值方法。在本文中,我们表明,一套基于扩展的方法的第二类,它使用了保证欧拉积分法,使我们能够找到这样好的解决方案。此外,这些解决方案享有对初始条件的不确定性和有界干扰的鲁棒性。我们证明了我们的方法从数值Bocop求解器的一个例子上的实际利益。我们还给出了我们的方法的一个变体,灵感来自模型预测控制的方法,使我们能够更有效地找到一个最优控制的代价失去鲁棒性。

英文摘要:

Set-based integration methods allow to prove properties of differential systems, which take into account bounded disturbances. The systems (either time-discrete, time-continuous or hybrid) satisfying such properties are said to be "robust". In the context of optimal control synthesis, the set-based methods are generally extensions of numerical optimal methods of two classes: first, methods based on convex optimization; second, methods based on the dynamic programming principle. Heymann et al. have recently shown that, for certain systems of low dimension, the second numerical method can give better solutions than the first one. They have built a solver (Bocop) that implements both numerical methods. We show in this paper that a set-based extension of a method of the second class which uses a guaranteed Euler integration method, allows us to find such good solutions. Besides, these solutions enjoy the property of robustness against uncertainties on initial conditions and bounded disturbances. We demonstrate the practical interest of our method on an example taken from the numerical Bocop solver. We also give a variant of our method, inspired by the method of Model Predictive Control, that allows us to find more efficiently an optimal control at the price of losing robustness.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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