Tropical Kraus maps for optimal control of switched systems
Stéphane Gaubert, Nikolas Stott · 2017
Kraus maps (completely positive trace preserving maps) arise classically in quantum information, as they describe the evolution of non-commutative probability measures. We introduce tropical analogues of Kraus maps, obtained by replacing the addition of positive semidefinite matrices by a multivalued supremum with respect to the Lowner order. We show that non-linear eigenvectors of tropical Kraus maps determine piece-wise quadratic approximations of the value functions of switched optimal control problems. This leads to a new approximation method, which we illustrate by two applications: 1) approximating the joint spectral radius, 2) computing approximate solutions of Hamilton-Jacobi PDE arising from a class of switched linear quadratic problems studied previously by McEneaney. We report numerical experiments, indicating a major improvement in terms of scalability by comparison with earlier numerical schemes, owing to the “LMI-free” nature of our method.