Variation Evolving for Optimal Control Computation, a Compact Way (1709.02242v4)

Abstract: A compact version of the variation evolving method (VEM) is developed in the primal variable space for optimal control computation. Following the idea that originates from the Lyapunov continuous-time dynamics stability theory in the control field, the optimal solution is analogized to the stable equilibrium point of a dynamic system and obtained asymptotically through the variation motion. With the introduction of a virtual dimension, namely the variation time, the evolution partial differential equation (EPDE), which seeks the optimal solution with a theoretical guarantee, is developed for the optimal control problem (OCP) with free terminal states, and the equivalent optimality conditions with no employment of costates are established in the primal space. These conditions show that the optimal feedback control law is generally not analytically available because the optimal control is related to the future states. Since the derived EPDE is suitable to be computed with the semi-discrete method in the field of PDE numerical calculation, the optimal solution may be obtained by solving the resulting finite-dimensional initial-value problem (IVP).