Jump Law of Co-State in Optimal Control for State-Dependent Switched Systems and Applications

Abstract: This paper presents the jump law of co-states in optimal control for state-dependent switched systems. The number of switches and the switching modes are assumed to be known a priori. A proposed jump law is rigorously derived by theoretical analysis and illustrated by simulation results. An algorithm is then proposed to solve optimal control for state-dependent hybrid systems. Through numerical simulations, we further show that the proposed approach is more efficient than existing methods in solving optimal control for state-dependent switched systems.