Results and perspectives on computational methods for optimal control of switched systems

Abstract

This paper surveys some of the recent progresses on computational methods for optimal control of switched systems. A general model of switched system that allows externally forced switching (EFS) and internally forced switching (IFS) is first introduced and two important classes of optimal control problems are formulated. After a brief review of some relevant theoretical results, we present the idea of two stage optimization. Based on the theoretical results and two stage optimization, we then survey computational methods based on discretization, and computational methods not based on discretization. Comments are made on the merits and restrictions of each method. © Springer-Verlag Berlin Heidelberg 2003.