Dynamic programming for constrained optimal control of discrete-time linear hybrid systems

@article{Borrelli2005DynamicPF,
  title={Dynamic programming for constrained optimal control of discrete-time linear hybrid systems},
  author={Francesco Borrelli and Mato Baotic and Alberto Bemporad and Manfred Morari},
  journal={Automatica},
  year={2005},
  volume={41},
  pages={1709-1721}
}
In this paper we study the solution to optimal control problems for constrained discrete-time linear hybrid systems based on quadratic or linear performance criteria. The aim of the paper it twofold. First we give basic theoretical results on the structure of the optimal state feedback solution and of the value function. Second we describe how the state feedback optimal control law can be efficiently constructed by combining multiparametric programming and dynamic programming. 
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