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Dynamic programming approach for discrete-valued time discrete optimal control problems with Dwell time constraints

: Burger, Michael; Gerdts, Matthias; Göttlich, Simone; Herty, Michael


Bociu, Lorena ; International Federation for Information Processing -IFIP-, Technical Committee Modelling and Optimization Techniques:
System modeling and optimization. 27th IFIP TC 7 Conference, CSMO 2015 : Sophia Antipolis, France, June 29 - July 3, 2015; Revised selected papers
Cham: Springer International Publishing, 2016 (IFIP advances in information and communication technology 494)
ISBN: 978-3-319-55794-6 (Print)
ISBN: 978-3-319-55795-3 (Online)
Conference on System Modelling and Optimization (CSMO) <27, 2015, Sophia Antipolis>
Conference Paper
Fraunhofer ITWM ()
dynamic programming; mixed-integer optimization; Dwell time constraint

The article discusses a numerical approach to solve optimal control problems in discrete time that involve continuous and discrete controls. Special attention is drawn to the modeling and treatment of dwell time constraints. For the solution of the optimal control problem in discrete time, a dynamic programming approach is employed. A numerical example is included that illustrates the impact of dwell time constraints in mixed integer optimal control.