Optimal switching with minimum dwell time constraint

The problem of optimal switching between different subsystems/configurations with minimum dwell time constraints is investigated in this study and a feedback solution, using the framework of approximate dynamic programming, is proposed. The method calls for a tuning stage in which parameters of a function approximator are tuned. Online control will then be conducted with a computational load as low as evaluating a few scalar-valued functions. Finite-horizon and infinite-horizon cost functions are investigated and convergence and stability are analyzed considering the presence of approximation errors. Moreover, the case of applying a full or partial constraint on the mode sequence, as well as having a mode-dependent minimum dwell time are investigated. Finally, performance of the scheme in handling different challenges is numerically evaluated through different examples.