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arXiv · 1602.08931

Infinite horizon sparse optimal control

Dante Kalise·Karl Kunisch·Zhiping Rao
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Abstract

A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ 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.

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Dante Kalise, Karl Kunisch, Zhiping Rao. 2016-02-29. Infinite horizon sparse optimal control. https://doi.org/10.1007/s10957-016-1016-9

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