Optimal control of PWA systems by exploiting problem structure

Abstract We present a novel algorithm for the computation of explicit optimal control laws for piecewise affine (PWA) systems with linear performance indices. The algorithm is based on dynamic programming (DP) and represents an extension of ideas initially proposed in (Kerrigan and Mayne, 2002; Baotic et al. , 2003). Specifically we show how to exploit the underlying geometric structure of the optimization problem in order to significantly improve the efficiency of the off-line computations. An extensive case study is provided, which clearly indicates that the algorithm proposed in this paper is preferable to other schemes published in the literature.