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We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path problem...
We describe an algorithm for computing the value function for “all
source, single destination” discrete-time nonlinear optimal control
problems together with approximations of associated globally optimal
control strategies. The method is based on a set oriented approach
for the discretization of the problem in combination with
graph-theoretic techniques. The central idea is that a
discretization of phase space of the given problem leads to an (all
source, single destination) on a finite
...
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