Research Article
Calculus of Variations and Nonlinear Optimization Based Algorithm for Optimal Control of Hybrid Systems with Controlled Switching
Algorithm 2
Modified Step
of Algorithm
1 for solving switched linear quadratic optimal control problems.
Step 2. Compute the corresponding continuous control | (a) Solve the matrix Riccati equations (46)–(52) | backward from to ; | (b) Solve the auxiliary equations (47)–(53) backward | from to ; | (c) Solve the state equation (56) forward; | (d) Calculate (42) and (51); | (e) Calculate the continuous optimal control (55); |
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