English

A gradient flow equation for optimal control problems with end-point cost

Optimization and Control 2023-11-20 v3

Abstract

In this paper we consider a control system of the form x˙=F(x)u\dot x = F(x)u, linear in the control variable uu. Given a fixed starting point, we study a finite-horizon optimal control problem, where we want to minimize a weighted sum of an end-point cost and the squared 22-norm of the control. This functional induces a gradient flow on the Hilbert space of admissible controls, and we prove a convergence result by means of the Lojasiewicz-Simon inequality. Finally, we show that, if we let the weight of the end-point cost tend to infinity, the resulting family of functionals is Γ\Gamma-convergent, and it turns out that the limiting problem consists in joining the starting point and a minimizer of the end-point cost with a horizontal length-minimizer path.

Keywords

Cite

@article{arxiv.2107.00556,
  title  = {A gradient flow equation for optimal control problems with end-point cost},
  author = {Alessandro Scagliotti},
  journal= {arXiv preprint arXiv:2107.00556},
  year   = {2023}
}

Comments

55 pages. Deep revision of the paper

R2 v1 2026-06-24T03:48:46.835Z