Optimal Switching in Networked Control Systems: Finite Horizon
arXiv:2603.2783340.1h-index: 1
AI Analysis
Provides theoretical foundation for optimal control in networked systems with switching, enabling simpler design.
Proved separation principle for switched LQR under symmetric i.i.d. disturbances, showing optimal switching is a symmetric threshold rule and optimal controller is discounted linear feedback.
In this work, we first prove that the separation principle holds for switched LQR problems under i.i.d. zero-mean disturbances with a symmetric distribution. We then solve the dynamic programming problem and show that the optimal switching policy is a symmetric threshold rule on the accumulated disturbance since the most recent update, while the optimal controller is a discounted linear feedback law independent of the switching policy.