Optimal feedback control, linear first-order PDE systems, and obstacle problems

DOI10.1016/J.JFRANKLIN.2017.02.023MaRDI QIDQ2628581zbMATH OpenOpenAlexFDO

Authors Pablo Pedregal

Publication date 2 June 2017

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.5281

zbMATH Keywords

first-order transport systemslinearoptimal descent directionsoptimal feedback control mappingoptimality conditions

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Feedback control (93B52)

Abstract: We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings depending both in time and space. In this way, the feedback form of the problem is built-in from the very beginning. Optimality conditions are derived for one such optimal mapping, which by construction is the optimal feedback mapping of the problem. In formulating optimality conditions, costates in feedback form are solutions of linear, first-order transport systems, while optimal descent directions are solutions of appropriate obstacle problems. We treat situations with no constraint-sets for control and state, as well as the more general case where a constraint-set is considered for the control variable. Constraints for the state variable are deferred to a coming contribution.

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Cites work

• Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
• Controlled Markov processes and viscosity solutions
• Direct training method for a continuous-time nonlinear optimal feedback controller
• Feedback control methodologies for nonlinear systems
• scientific article; zbMATH DE number 3716008 (Why is no real title available?)
• Optimal feedback control of nonlinear systems
• Some numerical tests for an alternative approach to optimal feedback control

Cited in

(5)

• Some numerical tests for an alternative approach to optimal feedback control
• scientific article; zbMATH DE number 1688582 (Why is no real title available?)
• Optimal feedback control in first-passage resetting
• Feedback control methodologies for nonlinear systems
• Constrained fractional optimization problems and corresponding saddle-point optimality criteria

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