Infinite horizon sparse optimal control

DOI10.1007/S10957-016-1016-9zbMATH Open1372.49002arXiv1602.08931OpenAlexW2290755408MaRDI QIDQ2359778FDOQ2359778

Authors: Dante Kalise, Zhiping Rao, Karl Kunisch 

Publication date: 22 June 2017

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

Abstract: A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<pleq1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$, and the sparsity structure of the optimal controls promoted by the $L^p$-type penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

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

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zbMATH Keywords

dynamic programmingoptimal controloptimality conditionssparse controlinfinite horizon control

Mathematics Subject Classification ID

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

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Cited In (22)

• Sparse optimal stochastic control
• Sparsity in long-time control of neural ODEs
• Strong local optimality for generalized L1 optimal control problems
• On monotone and primal-dual active set schemes for \(\ell^p\)-type problems, \(p \in (0,1]\)
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• An optimal control problem in \(L^{\infty}\)
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• Recent Developments in Controlled Crowd Dynamics
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• Second-Order Sufficient Conditions in the Sparse Optimal Control of a Phase Field Tumor Growth Model with Logarithmic Potential
• On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics
• CLOT norm minimization for continuous hands-off control
• Optimal control with \(L^p(\Omega)\), \(p\in [0,1)\), control cost
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• Optimal multiplexing of sparse controllers for linear systems
• A hybrid finite-dimensional RHC for stabilization of time-varying parabolic equations
• Local minimization algorithms for dynamic programming equations
• Switching controls for analytic semigroups and applications to parabolic systems
• Sparse and switching infinite horizon optimal controls with mixed-norm penalizations

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