Infinite Horizon Sparse Optimal Control

Dante Kalise; Karl Kunisch; Zhiping Rao

doi:10.1007/s10957-016-1016-9

Infinite Horizon Sparse Optimal Control

Dante Kalise, Karl Kunisch, Zhiping Rao^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

17 Citations (Scopus)

Abstract

A class of infinite horizon optimal control problems involving nonsmooth cost functionals is discussed. The existence of optimal controls is studied for both the convex case and the nonconvex case, and the sparsity structure of the optimal controls promoted by the nonsmooth penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

Original language	English
Pages (from-to)	481-517
Number of pages	37
Journal	Journal of Optimization Theory and Applications
Volume	172
Issue number	2
DOIs	https://doi.org/10.1007/s10957-016-1016-9
Publication status	Published - 1 Feb 2017
Externally published	Yes

Keywords

Dynamic programming
Infinite horizon control
Optimal control
Optimality conditions
Sparse control

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10.1007/s10957-016-1016-9

Cite this

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title = "Infinite Horizon Sparse Optimal Control",

abstract = "A class of infinite horizon optimal control problems involving nonsmooth cost functionals is discussed. The existence of optimal controls is studied for both the convex case and the nonconvex case, and the sparsity structure of the optimal controls promoted by the nonsmooth penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.",

keywords = "Dynamic programming, Infinite horizon control, Optimal control, Optimality conditions, Sparse control",

author = "Dante Kalise and Karl Kunisch and Zhiping Rao",

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year = "2017",

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AU - Kalise, Dante

AU - Kunisch, Karl

AU - Rao, Zhiping

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N2 - A class of infinite horizon optimal control problems involving nonsmooth cost functionals is discussed. The existence of optimal controls is studied for both the convex case and the nonconvex case, and the sparsity structure of the optimal controls promoted by the nonsmooth penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

AB - A class of infinite horizon optimal control problems involving nonsmooth cost functionals is discussed. The existence of optimal controls is studied for both the convex case and the nonconvex case, and the sparsity structure of the optimal controls promoted by the nonsmooth penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

KW - Dynamic programming

KW - Infinite horizon control

KW - Optimal control

KW - Optimality conditions

KW - Sparse control

UR - http://www.scopus.com/inward/record.url?scp=84990847958&partnerID=8YFLogxK

U2 - 10.1007/s10957-016-1016-9

DO - 10.1007/s10957-016-1016-9

M3 - Article

AN - SCOPUS:84990847958

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VL - 172

SP - 481

EP - 517

JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 2

ER -

Infinite Horizon Sparse Optimal Control

Abstract

Keywords

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