An Improved Method for Approximating the Infinite-Horizon Value Function of the Discrete-Time Switched LQR Problem  

作　　者：HOU Tan LI Yuanlong LIN Zongli 

机构地区：[1]Department of Automation,Shanghai Jiao Tong University,Shanghai 200240,China [2]Key Laboratory of System Control and Information Processing,Ministry of Education of China,Shanghai 200240,China [3]Shanghai Engineering Research Center of Intelligent Control and Management,Shanghai 200240,China [4]Charles L.Brown Department of Electrical and Computer Engineering,University of Virginia,Charlottesville,VA 22904-4743,USA

出　　处：《Journal of Systems Science & Complexity》2024年第1期22-39,共18页系统科学与复杂性学报（英文版）

基　　金：supported in part by the National Natural Science Foundation of China under Grant Nos.62022055 and 61973215。

摘　　要：This paper considers the problem of approximating the infinite-horizon value function of the discrete-time switched LQR problem.In particular,the authors propose a new value iteration method to generate a sequence of monotonically decreasing functions that converges exponentially to the value function.This method facilitates us to use coarse approximations resulting from faster but less accurate algorithms for further value iteration,and thus,the proposed approach is capable of achieving a better approximation for a given computation time compared with the existing methods.Three numerical examples are presented in this paper to illustrate the effectiveness of the proposed method.

关 键 词：Optimal control switched linear systems switched LQR problem. 

分 类 号：O232[理学—运筹学与控制论]