A gradient flow equation for optimal control problems with end-point cost
Abstract
In this paper we consider a control system of the form , linear in the control variable . 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 -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 -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.
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