Continuity of the Value Function in Sparse Optimal Control
Systems and Control
2014-12-19 v1 Optimization and Control
Abstract
We prove the continuity of the value function of the sparse optimal control problem. The sparse optimal control is a control whose support is minimum among all admissible controls. Under the normality assumption, it is known that a sparse optimal control is given by L^1 optimal control. Furthermore, the value function of the sparse optimal control problem is identical with that of the L1-optimal control problem. From these properties, we prove the continuity of the value function of the sparse optimal control problem by verifying that of the L1-optimal control problem.
Cite
@article{arxiv.1412.5707,
title = {Continuity of the Value Function in Sparse Optimal Control},
author = {Takuya Ikeda and Masaaki Nagahara},
journal= {arXiv preprint arXiv:1412.5707},
year = {2014}
}
Comments
Submitted to ASCC2015