Semi-definite relaxations for optimal control problems with oscillation and concentration effects
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Publication:2963498
DOI10.1051/COCV/2015041zbMATH Open1358.49026arXiv1412.2278OpenAlexW2248452562MaRDI QIDQ2963498FDOQ2963498
Authors: Mathieu Claeys, Martin Kružík, Didier Henrion 
Publication date: 14 February 2017
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Abstract: Converging hierarchies of finite-dimensional semi-definite relaxations have been proposed for state-constrained optimal control problems featuring oscillation phe-nomena, by relaxing controls as Young measures. These semi-definite relaxations were later on extended to optimal control problems depending linearly on the con-trol input and typically featuring concentration phenomena, interpreting the control as a measure of time with a discrete singular component modeling discontinuities or jumps of the state trajectories. In this contribution, we use measures intro-duced originally by DiPerna and Majda in the partial differential equations litera-ture to model simultaneously, and in a unified framework, possible oscillation and concentration effects of the optimal control policy. We show that hierarchies of semi-definite relaxations can also be constructed to deal numerically with noncon-vex optimal control problems with polynomial vector field and semialgebraic state constraints.
Full work available at URL: https://arxiv.org/abs/1412.2278
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Cited In (11)
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- Linear programming approach to optimal impulse control problems with functional constraints
- Optimal control problems with oscillations, concentrations and discontinuities
- Aggregated occupation measures and linear programming approach to constrained impulse control problems
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