Equivalent formulations of optimal control problems with maximum cost and applications

DOI10.1007/S10957-022-02094-ZMaRDI QIDQ2095569zbMATH OpenOpenAlexFDO

Authors E. Molina, A. Rapaport, Hector Ramírez

Publication date 17 November 2022

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.12545

zbMATH Keywords

differential inclusionmaximum costMayer problemnumerical schemesoptimal controlSIR modelstate constraint

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35) Methods involving semicontinuity and convergence; relaxation (49J45) Applications of optimal control and differential games (49N90) Numerical optimization and variational techniques (65K10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Abstract: We revisit the optimal control problem with maximum cost with the objective to provide different equivalent reformulations suitable to numerical methods. We propose two reformulations in terms of extended Mayer problems with constraint, and another one in terms of a differential inclusion with upper-semi continuous right member but without constraint. For this last one we also propose an approximation scheme of the optimal value from below. These approaches are illustrated and discussed on several examples.

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Cited in

(2)

• On the properties of monotone functionals for generalizing Bellman principle
• Optimal synthesis for a class of L ^∞ optimal control problems in the plane with L ¹ constraint on the input

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