Seminar Details
2010-04-27 (14.00) : Occupation measures and LMI formulation of piecewise affine optimal control design problems
At Euler building
Organized by Mathematical Engineering
Speaker :
Didier HENRION (LAAS-CNRS, University of Toulouse, France, and Faculty of Electrical Engineering, Czech Technical University in Prague, Czech Republic )
Abstract :
After recalling the mathematical framework of
occupation measures for nonlinear dynamical systems control,
we show how linear matrix inequalities (LMI) can be used
to solve computationally the corresponding generalized
problem of moments. We illustrate these ideas first
on a simple linear quadratic regulator design problem,
and then on a less trivial piecewise affine optimal control
problem for which we know analytically the solution
of the Hamilton-Jacobi-Bellman equation. This is joint work
with Luis Rodrigues, Concordia University, Montreal, Canada.