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Vladimir Veliov

Publications and source records attributed to Vladimir Veliov.

4 recordsLinked to original sources

Strong bi-metric regularity in affine optimal control problems

The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The optimality map represents the system of first order optimality conditions (Pontryagin maximum principle), and its regularity is of key importance for the qualitative and numerical analysis of optimal control problems. The case of affine problems is especially challenging due to the typical discontinuity of the optimal control functions. A remarkable feature of the obtained sufficient conditions is that they do not require convexity of the objective functional. As an application, the result is used for proving uniform convergence of the Euler discretization method for a family of affine optimal control problems.

math.OC

H\"older regularity in bang-bang type affine optimal control problems

This paper revisits the issue of H\"older Strong Metric sub-Regularity (HSMs-R) of the optimality system associated with ODE optimal control problems that are affine with respect to the control. The main contributions are as follows. First, the metric in the control space, introduced in this paper, differs from the ones used so far in the literature in that it allows to take into consideration the bang-bang structure of the optimal control functions. This is especially important in the analysis of Model Predictive Control algorithms. Second, the obtained sufficient conditions for HSMs-R extend the known ones in a way which makes them applicable to some problems which are non-linear in the state variable and the H\"older exponent is smaller than one (that is, the regularity is not Lipschitz).

math.OC

On the accuracy of the model predictive control method

The paper investigates the accuracy of the Model Predictive Control (MPC) method for finding online approximate optimal feedback control for Bolza type problems on a fixed finite horizon. The predictions for the dynamics, the state measurements, and the solution of the auxiliary open-loop control problems that appear at every step of the MPC method may be inaccurate. The main result provides an error estimate of the MPC-generated solution compared with the optimal open-loop solution of the ``ideal'' problem, where all predictions and measurements are exact. The technique of proving the estimate involves an extension of the notion of strong metric sub-regularity of set-valued maps and utilization of a specific new metric in the control space, which makes the proof non-standard. The result is specialized for two problem classes: coercive problems, and affine problems.

math.OC

Stability in affine optimal control problems constrained by semilinear elliptic partial differential equations

This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping associated with the system of first order necessary optimality conditions. Preliminary results concerning the differentiability of the functions involved are established, especially the so-called switching function. Using this ansatz, more general nonlinear perturbations are encompassed, and under weaker assumptions, than the ones previously considered in the literature on control constrained elliptic problems. Finally, the applicability of the results is illustrated with some error estimates for the Tikhonov regularization.

math.OC