Infinite Horizon Sparse Optimal Control

Dante Kalise, Karl Kunisch, Zhiping Rao*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

15 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 languageEnglish
Pages (from-to)481-517
Number of pages37
JournalJournal of Optimization Theory and Applications
Volume172
Issue number2
DOIs
Publication statusPublished - 1 Feb 2017
Externally publishedYes

Keywords

  • Dynamic programming
  • Infinite horizon control
  • Optimal control
  • Optimality conditions
  • Sparse control

Fingerprint

Dive into the research topics of 'Infinite Horizon Sparse Optimal Control'. Together they form a unique fingerprint.

Cite this