Optimal Control of Switched Systems: New Results and Open Problems

X.Xu and P.J. Antsaklis

Proceedings of the 2000 American Control Conference
pp. 2683-2687. Chicago, IL, USA, June 28-30, 2000.

Abstract- In optimal control problems of switched systems, we may need to find both an optimal continuous input and an optimal switching sequence since the system dynamics vary before and after every switching instant. In this paper, optimal control problems for both continuous time and discrete-time switched systems are formulated and investigated. In particular, we regard an optimal control problem as a two stage optimization problem and discuss its solution algorithm. The dynamic programming (DP) approach is also studied. Difficulties and open problems are discussed.

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