A soothing invisible hand: moderation potentials in optimal control
Abstract
A moderation incentive is a continuously differentiable control-dependent cost term that is identically zero on the boundary of the admissible control region, and is subtracted from the `do or die' cost function to reward sub-maximal control utilization in optimal control systems. A moderation potential is a function on the cotangent bundle of the state space such that the solutions of Hamilton's equations satisfying appropriate boundary conditions are solutions of the synthesis problem - the control-parametrized Hamiltonian system central to Pontryagin's Maximum Principle. A multi-parameter family of moderation incentives for affinely controlled systems with quadratic control constraints possesses simple, readily calculated moderation potentials. One member of this family is a shifted version of the kinetic energy-style control cost term frequently used in geometric optimal control. The controls determined by this family approach those determined by a logarithmic penalty function as one of the parameters approaches zero, while the cost term itself is bounded.
Cite
@article{arxiv.1307.7395,
title = {A soothing invisible hand: moderation potentials in optimal control},
author = {Debra Lewis},
journal= {arXiv preprint arXiv:1307.7395},
year = {2013}
}
Comments
26 pages, 6 figures