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arXiv · 2212.02238

Remarks on finite and infinite time-horizon optimal control problems

Sérgio S. Rodrigues
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Abstract

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions of finite time-horizon optimal control problems approximates a solution of the analog infinite time-horizon problem. The latter solution and corresponding optimal cost value function are not assumed to be known a-priori. Numerical simulations are presented validating the theoretical findings for several examples, including systems governed by both ordinary and partial differential equations.

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Sérgio S. Rodrigues. 2022-12-05. Remarks on finite and infinite time-horizon optimal control problems. https://arxiv.org/abs/2212.02238

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