Optimal control of a class of non-linear discrete-continuous hybrid systems

This work is derived for solving a non-linear discrete-continuous systems optimal control problem by iterating on a sequence of simplified problems in linear quadratic form. A mixed approach with a discrete performance index and continuous state variable system description is used as the basis of the design, and it is shown how the global problem can be decomposed into local sub-system problems and a coordinator within a hierarchical framework, so the problem become simple. The correct optimal solution of a real system in which model-reality difference exists can be obtained from system model by interconnected costate prediction iterative solution. An analysis of the optimality and convergence properties of the algorithm is presented and the efficiency of the technique is demonstrated.