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Receding Horizon Optimal Control for Some Stochastic Hybrid Systems

机译:用于一些随机混合系统的后退地平线最优控制

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We consider optimal control problems for a class of hybrid systems with switches dependent on an external event process. In the case where all event times in this process are fully known, the solution to such problems was obtained in prior work. When event times are uncertain or unknown, we have proposed a Receding Horizon (RH) control scheme in which only some future event information is available within a time window of length T and have obtained several properties of this scheme. In this paper, we provide a full set of properties for this scheme, including the fact that the error due to lack of future event information is monotonically decreasing under certain conditions and may be zero for segments of the sample path, depending on the window length T. This enables the use of a controller based on limited knowledge of future events with limited loss of optimality properties. We further explore the case where T = 0, i.e., allowing no lookahead capability in the controller, as well as the cases of estimating some future event times.
机译:我们考虑了一类具有依赖于外部事件过程的交换机的混合系统的最佳控制问题。在该过程中的所有事件时间完全已知的情况下,在现有工作中获得了这些问题的解决方案。当事件时间不确定或未知时,我们提出了一种后退地平线(RH)控制方案,其中在长度T的时间窗口中只有一些未来的事件信息,并且已经获得了该方案的几个属性。在本文中,我们为该方案提供了一整套属性,包括由于缺乏未来事件信息而导致的错误在某些条件下单调地减小,并且样品路径的段可以为零,这取决于窗口长度T.这使得能够根据有限的事件的有限知识来使用控制器,具有有限的最优性。我们进一步探索了T = 0,即允许在控制器中没有寻示能力的情况,以及估计一些未来事件时间的情况。

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