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Corpus ID: 221970132

A tree structure algorithm for optimal control problems with state constraints

@article{Alla2020ATS,
title={A tree structure algorithm for optimal control problems with state constraints},
author={A. Alla and M. Falcone and L. Saluzzi},
journal={ArXiv},
year={2020},
volume={abs/2009.12384}
}

We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation of the constrained problem. Then the Dynamic Programming approach is developed by a discretization in time leading to a tree structure in space derived by the controlled dynamics, in this construction the state constraints are taken into account to cut several branches of the tree. Moreoverâ€¦Â CONTINUE READING