Optimal growth for linear processes with affine control

arXiv1203.5189MaRDI QIDQ6231816FDOQ6231816

Authors: Vincent Calvez, Pierre Gabriel 

Publication date: 23 March 2012

Abstract: We analyse an optimal control with the following features: the dynamical system is linear, and the dependence upon the control parameter is affine. More precisely we consider $dot{x}_{a}lpha(t)=(G+alpha(t)F)x_{a}lpha(t)$, where $G$ and $F$ are $3imes3$ matrices with some prescribed structure. In the case of constant control $alpha(t)equivalpha$, we show the existence of an optimal Perron eigenvalue with respect to varying $alpha$ under some assumptions. Next we investigate the Floquet eigenvalue problem associated to time-periodic controls $alpha(t)$. Finally we prove the existence of an eigenvalue (in the generalized sense) for the optimal control problem. The proof is based on the results by [Arisawa 1998, Ann. Institut Henri Poincar'e] concerning the ergodic problem for Hamilton-Jacobi equations. We discuss the relations between the three eigenvalues. Surprisingly enough, the three eigenvalues appear to be numerically the same.

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