On the Optimal Control Law for Linear Discrete Time Hybrid Systems

In this paper we study the solution to optimal control problems for discrete time linear hybrid systems. First, we prove that the closed form of the state-feedback solution to finite time optimal control based on quadratic or linear norms performance criteria is a time-varying piecewise affine feedback control law. Then, we give an insight into the structure of the optimal state-feedback solution and of the value function. Finally, we briefly describe how the optimal control law can be computed by means of multiparametric programming.

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