Optimal mode-switching for hybrid systems with varying initial states

Abstract

This paper concerns a particular aspect of the optimal control problem for switched systems that change modes whenever the state intersects certain switching surfaces. These surfaces are assumed to be parameterized by a finite dimensional switching parameter, and the optimization problem we consider is that of minimizing a given cost-functional with respect to the switching parameter under the assumption that the initial state of the system is not a priori known. We approach this problem from two different vantage points by first minimizing the worst possible cost over the given set of initial states using results from min–max optimization. The second approach is based on a sensitivity analysis in which variational arguments give the derivative of the switching parameters with respect to the initial conditions.