Pontryagin meets Bellman: on combining Pontryagin’s Principle and Dynamic Programming
Professor Alessandro Astolfi, Electronic Engineering, University of Rome Tor Vergata
Date: Wednesday, November 6
Time: 12:00 p.m. – 1:00 p.m.
Location: Auditorium between Buildings 2 and 3, Level 0, Room 0215
Abstract
The interplay between Pontryagin’s Minimum Principle and Bellman’s Principle of Optimality is exploited to revisit optimal control problems. This interplay allows characterizing the optimal feedback as the fixed point of a nonlinear static map and, in the finite horizon case, it allows a similar characterization for the optimal costate. The interplay also reveals that the underlying Hamiltonian system can be externally stabilized to compute approximate optimal feedback strategies reliably. Applications of these ideas and tools to the design of novel algorithms for the solution of AREs, to iterative learning, and to differential game theory are also discussed.
Bio
Alessandro Astolfi was born in Rome, Italy, in 1967. He graduated in electrical engineering from the University of Rome in 1991. In 1992, he joined ETH Zurich, obtaining an M.Sc. in Information Theory in 1994 and a Ph.D. with a Medal of Honor in 1995, with a thesis on discontinuous stabilization of nonholonomic systems. In 1996, he was awarded a Ph.D. from the University of Rome “La Sapienza” for his work on nonlinear robust control. Since 1996, he has been with the Department of Electrical and Electronic Engineering at Imperial College London, where he is currently a Professor of Nonlinear Control Theory and College Consul. From 1998 to 2003, he was also an Associate Professor in the Department of Electronics and Information at the Politecnico di Milano. Since 2005, he has been a Professor at the Department of Civil Engineering and Computer Engineering, University of Rome Tor Vergata. His research interests focus on mathematical control theory and control applications, with a special emphasis on discontinuous stabilization, robust and adaptive control, observer design, and model reduction.
This event is organized by the Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division.