REACHABILITY UNDER STATE CONSTRAINTS - THE ELLIPSOIDAL TECHNIQUE
A.B. Kurzhanski, P. Varaiya
Moscow State (Lomonosov) University, Faculty of Computational Mathematics & Cybernetics 119992, Moscow, Russia and University of California at Berkeley, EECS, ERL, Berkeley, California, 94720-1770, USA e-mail: kurzhans@eecs.berkeley.edu varaiya@eecs.berkeley.edu
The report describes the calculation of reachability sets for controlled processes under hard bounds on the controls and state space variables with an emphasis on linear systems. Ellipsoidal techniques for approximating reach sets and tubes are proposed which induce a smaller computational burden than in other methods. The proposed techniques rely on a nonstandard version of the maximum principle under state constraints. Applications to target problems relevant for verification of new types of complex systems are indicated.
Keywords: dynamic programming, value function, reachability sets, state constraints, target problems, ellipsoidal calculus, linear systems
Session slot T-Tu-A17: Optimal Control: Theory and Design I/Area code 2d : Optimal Control

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