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

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.
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Communication dans un congrès
Lorena Bociu; Jean-Antoine Désidéri; Abderrahmane Habbal. 27th IFIP Conference on System Modeling and Optimization (CSMO), Jun 2015, Sophia Antipolis, France. Springer International Publishing, IFIP Advances in Information and Communication Technology, AICT-494, pp.68-77, 2016, System Modeling and Optimization. 〈10.1007/978-3-319-55795-3_5〉
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A. Alla, G. Fabrini, M. Falcone. Coupling MPC and DP Methods for an Efficient Solution of Optimal Control Problems. Lorena Bociu; Jean-Antoine Désidéri; Abderrahmane Habbal. 27th IFIP Conference on System Modeling and Optimization (CSMO), Jun 2015, Sophia Antipolis, France. Springer International Publishing, IFIP Advances in Information and Communication Technology, AICT-494, pp.68-77, 2016, System Modeling and Optimization. 〈10.1007/978-3-319-55795-3_5〉. 〈hal-01626904〉

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