Sparse and switching infinite horizon optimal controls with mixed-norm penalizations

Kalise, Dante; Kunisch, Karl; Rao, Zhiping

Abstract

© 2020 EDP Sciences, SMAI. A class of infinite horizon optimal control problems involving mixed quasi-norms of Lp-type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The existence of optimal controls and their structural properties are analyzed on the basis of first order optimality conditions. A dynamic programming approach is used for numerical realization.

Citation

Kalise, D., Kunisch, K., & Rao, Z. (2020). Sparse and switching infinite horizon optimal controls with mixed-norm penalizations. ESAIM: Control, Optimisation and Calculus of Variations, 26, https://doi.org/10.1051/cocv/2019038

• Journal Article Type: Article
• Acceptance Date: Jun 5, 2019
• Online Publication Date: Sep 18, 2020
• Publication Date: Sep 18, 2020
• Deposit Date: Aug 30, 2019
• Publicly Available Date: Sep 19, 2021
• Journal: ESAIM - Control, Optimisation and Calculus of Variations
• Print ISSN: 1292-8119
• Electronic ISSN: 1262-3377
• Publisher: EDP Sciences
• Peer Reviewed: Peer Reviewed
• Volume: 26
• DOI: https://doi.org/10.1051/cocv/2019038
• Keywords: Control and Systems Engineering; Control and Optimization; Computational Mathematics
• Public URL: https://nottingham-repository.worktribe.com/output/2522769
• Publisher URL: https://www.esaim-cocv.org/component/article?access=doi&doi=10.1051/cocv/2019038
• Contract Date: Aug 30, 2019