TIME-OPTIMAL CONTROL OF HIGH-DIMENSIONAL SYSTEMS BY ITERATIVE DYNAMIC-PROGRAMMING

For time optimal control, the problem is first transformed into a fini te dimensional optimization problem by using time stages of varying le ngths to enable accurate switching, and then solved by iterative dynam ic programming. In high dimensional systems we is necessary to ensure convergence to the global optimum. Incorporating penalty functions int o the performance index and using an adequate number of stages can yie ld the global optimum. The use of a continuation approach, where the n umber of stages in an intermediate solution is systematically increase d, appears to be more effective. Three linear systems are used to deve lop and to test the approaches.