Infinite horizon sparse optimal control

DOI10.1007/s10957-016-1016-9zbMath1372.49002arXiv1602.08931OpenAlexW2290755408MaRDI QIDQ2359778

Zhiping Rao, Dante Kalise, Karl Kunisch

Publication date: 22 June 2017

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

Full work available at URL: https://arxiv.org/abs/1602.08931

zbMATH Keywords

optimal controldynamic programmingoptimality conditionssparse controlinfinite horizon control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (10)

Sparsity in long-time control of neural ODEs ⋮ Second-order sufficient conditions for sparse optimal control of singular Allen-Cahn systems with dynamic boundary conditions ⋮ Second-Order Sufficient Conditions in the Sparse Optimal Control of a Phase Field Tumor Growth Model with Logarithmic Potential ⋮ Sparse and switching infinite horizon optimal controls with mixed-norm penalizations ⋮ Strong local optimality for generalized L1 optimal control problems ⋮ On monotone and primal-dual active set schemes for \(\ell^p\)-type problems, \(p \in (0,1\)] ⋮ On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics ⋮ A Hybrid Finite-Dimensional RHC for Stabilization of Time-Varying Parabolic Equations ⋮ Switching Controls for Analytic Semigroups and Applications to Parabolic Systems ⋮ Recent Developments in Controlled Crowd Dynamics

Cites Work

• Unnamed Item
• Unnamed Item
• Direct trajectory optimization and costate estimation of finite-horizon and infinite-horizon optimal control problems using a Radau pseudospectral method
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Elliptic optimal control problems with \(L^1\)-control cost and applications for the placement of control devices
• \(L_1\)-optimization in linear systems with bounded controls
• Spike controls for elliptic and parabolic PDEs
• Local Minimization Algorithms for Dynamic Programming Equations
• A Priori Error Analysis for Discretization of Sparse Elliptic Optimal Control Problems in Measure Space
• Directional Sparsity in Optimal Control of Partial Differential Equations
• Approximation of Elliptic Control Problems in Measure Spaces with Sparse Solutions
• An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
• Linear-quadratic control problems withL¹-control cost
• Sparse stabilization and control of alignment models
• Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations
• A variational approach to sparsity optimization based on Lagrange multiplier theory
• A General Theory of Minimum-Fuel Space Trajectories
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

This page was built for publication: Infinite horizon sparse optimal control