Optimal control of hybrid systems

This paper presents a method for optimal control of hybrid systems. An inequality of Bellman type is considered and every solution to this inequality gives a lower bound on the optimal value function. A discretization of this "hybrid Bellman inequality" leads to a convex optimization problem in terms of finite-dimensional linear programming. From the solution of the discretized problem, a value function that preserves the lower bound property can be constructed. An approximation of the optimal feedback control law is given and tried on some examples.