Multiparametric continuous-time optimal control via Pontryagin's Maximum Principle: explicit solutions and comparisons with discrete-time formulations

TL;DR

This paper develops a continuous-time multiparametric optimal control framework using Pontryagin's Maximum Principle, reducing complexity and providing explicit solutions that improve over traditional discrete-time methods.

Contribution

It introduces a systematic continuous-time approach for linear-quadratic optimal control, directly solving Pontryagin's conditions and reducing solution complexity compared to discrete-time methods.

Findings

Fewer critical regions in continuous-time solutions

Explicit identification of switching times enhances understanding

Reduced computational complexity for real-time control

Abstract

Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal solutions offline, enabling real-time control through simple function evaluation. While extensively developed for discrete-time systems, this approach suffers from combinatorial growth in solution complexity as discretization is refined. This paper presents a systematic continuous-time multiparametric framework for linear-quadratic optimal control that directly solves Pontryagin's optimality conditions without discretization artifacts. Through two illustrative examples, we demonstrate that continuous-time formulations yield solutions with substantially fewer critical regions than their discrete-time counterparts. Beyond this reduction in partition complexity, the continuous-time approach provides deeper insight into system dynamics by explicitly identifying switching times and eliminating discretization artifacts that obscure the true structure of optimal control policies. Knowledge of the switching structure also accelerates online optimization methods by providing analytical information about the solution topology. Clear step-by-step algorithms are provided for identifying switching structures, computing parametric switching times, and constructing critical regions, making the continuous-time framework accessible for practical implementation.