Title
Towards global optimal control via Koopman lifts
Abstract
AbstractAbstractThis paper introduces a framework for solving time-autonomous nonlinear infinite horizon optimal control problems, under the assumption that all minimizers satisfy Pontryagin’s necessary optimality conditions. In detail, we use methods from the field of symplectic geometry to analyze the eigenvalues of a Koopman operator that lifts Pontryagin’s differential equation into a suitably defined infinite dimensional symplectic space. This has the advantage that methods from the field of spectral analysis can be used to characterize globally optimal control laws. A numerical method for constructing optimal feedback laws for nonlinear systems proceeds by computing the eigenvalues and eigenvectors of a matrix that is obtained by projecting the Pontryagin–Koopman operator onto a finite dimensional space. We illustrate the effectiveness of this approach by computing accurate approximations of the optimal nonlinear feedback law for a Van der Pol control system, which cannot be stabilized by a linear control law.
Year
DOI
Venue
2021
10.1016/j.automatica.2021.109610
Periodicals
Keywords
DocType
Volume
Pontryagin's maximum principle, Koopman operators, Symplectic geometry, Optimal feedback control
Journal
132
Issue
ISSN
Citations 
C
0005-1098
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Mario Eduardo Villanueva1336.10
Colin Neil Jones266263.90
Boris Houska321426.14