Infinite Horizon Sparse Optimal Control

Dante Kalise (), Karl Kunisch () and Zhiping Rao ()
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Dante Kalise: Austrian Academy of Sciences
Karl Kunisch: Austrian Academy of Sciences
Zhiping Rao: Austrian Academy of Sciences

Journal of Optimization Theory and Applications, 2017, vol. 172, issue 2, No 8, 517 pages

Abstract: 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: Optimal control; Infinite horizon control; Sparse control; Optimality conditions; Dynamic programming; 49J15; 49J30; 49K15; 49Lxx; 93B52 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-016-1016-9

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