The Synthesis of Optimal Control Laws Using Isaacs' Method for the Solution of Differential Games

TL;DR

This paper demonstrates how Isaacs' differential game method can be effectively used to synthesize optimal control laws for double integrator systems, focusing on reaching target sets with minimal time using dynamic programming.

Contribution

It introduces a novel application of Isaacs' method to optimal control problems, combining dynamic programming with Pontryagin's principle for control law synthesis.

Findings

Successfully synthesized feedback control laws for double integrator to reach various target sets.

Showed that Isaacs' method can be applied to optimal control problems, not just differential games.

Achieved minimum-time control with closed-loop feedback for different target geometries.

Abstract

In this paper we advocate for Isaacs' method for the solution of differential games to be applied to the solution of optimal control problems. To make the argument, the vehicle employed is Pontryagin's canonical optimal control example, which entails a double integrator plant. However, rather than controlling the state to the origin, we require the end state to reach a terminal set that contains the origin in its interior. Indeed, in practice, it is required to control to a prescribed tolerance rather than reach a desired end state; constraining the end state to a terminal manifold of co-dimension n-1 renders the optimal control problem easier to solve. The global solution of the optimal control problem is obtained and the synthesized optimal control law is in state feedback form. In this respect, two target sets are considered: a smooth circular target and a square target with corners. Closed-loop state-feedback control laws are synthesized that drive the double integrator plant from an arbitrary initial state to the target set in minimum time. This is accomplished using Isaacs' method for the solution of differential games, which entails Dynamic Programming (DP), working backward from the Usable Part (UP) of the target set, as opposed to obtaining the optimal trajectories using the necessary conditions for optimality provided by Pontryagin's Maximum Principle (PMP). In this paper, the case is made for Isaacs' method for the solution of differential games to be applied to the solution of optimal control problems by way of the juxtaposition of the PMP and DP methods.