Optimal control of ODEs with state suprema

DOI10.3934/MCRF.2021012MaRDI QIDQ2230368zbMATH OpenOpenAlexFDO

Authors Tobias Geiger, Daniel Wachsmuth, Gerd Wachsmuth

Publication date 17 September 2021

Published in Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.11402

zbMATH Keywords

differential equations with state supremafunctional differential equationslogintexpmaximum principleoptimality conditions

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Existence theories for optimal control problems involving relations other than differential equations (49J21) Nonsmooth analysis (49J52) Optimality conditions for problems involving relations other than differential equations (49K21)

Abstract: We consider the optimal control of a differential equation that involves the suprema of the state over some part of the history. In many applications, this non-smooth functional dependence is crucial for the successful modeling of real-world phenomena. We prove the existence of solutions and show that related problems may not possess optimal controls. Due to the non-smoothness in the state equation, we cannot obtain optimality conditions via standard theory. Therefore, we regularize the problem via a novel LogIntExp functional which generalizes the well-known LogSumExp. By passing to the limit with the regularization, we obtain an optimality system for the original problem. The theory is illustrated by some numerical experiments.

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Cited in

(1)

• Fast morphological dilation and erosion for grey scale images using the Fourier transform

Describes a project that uses

Uses Software

• logsumexp-softmax-tests

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