A mixed integer dynamic programming approach to a class of optimal control problems in hybrid systems

摘要

An optimal control problem for hybrid systems is formulated based on hybrid machine models. A practical approach to solving the problem, suitable for a class of hybrid systems, is presented. This approach consists of transforming the hybrid machine model into a dynamic programming model. Transition costs, in this latter model, are computed using mixed integer programs formulated based on the structure of the original hybrid machine. It is shown that the optimal solution for this dynamic program corresponds to the optimal control decision sequence in the hybrid system. Practical examples, inspired from process-oriented industry applications, are provided to illustrate the solution approach.