Infinite horizon sparse optimal control

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

Karl Kunisch, Zhiping Rao, Dante Kalise

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

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 (13)

• Sparsity in long-time control of neural ODEs
• Strong local optimality for generalized L1 optimal control problems
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• On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics
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