Dante Kalise
Infinite Horizon Sparse Optimal Control
Kalise, Dante; Kunisch, Karl; Rao, Zhiping
Authors
Karl Kunisch
Zhiping Rao
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.
Citation
Kalise, D., Kunisch, K., & Rao, Z. (2017). Infinite Horizon Sparse Optimal Control. Journal of Optimization Theory and Applications, 172(2), 481-517. https://doi.org/10.1007/s10957-016-1016-9
Journal Article Type | Article |
---|---|
Acceptance Date | Sep 23, 2016 |
Online Publication Date | Oct 5, 2016 |
Publication Date | 2017-02 |
Deposit Date | Nov 12, 2019 |
Publicly Available Date | Jan 21, 2020 |
Journal | Journal of Optimization Theory and Applications |
Print ISSN | 0022-3239 |
Electronic ISSN | 1573-2878 |
Publisher | Springer Verlag |
Peer Reviewed | Not Peer Reviewed |
Volume | 172 |
Issue | 2 |
Pages | 481-517 |
DOI | https://doi.org/10.1007/s10957-016-1016-9 |
Public URL | https://nottingham-repository.worktribe.com/output/3219739 |
Publisher URL | https://link.springer.com/article/10.1007%2Fs10957-016-1016-9 |
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