Convergence in nonlinear optimal sampled-data control problems
Abstract
Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by . On the other part, consider the sampled-data control version of it. Under appropriate assumptions, we prove that the optimal state of the sampled-data problem converges uniformly to as the norm of the corresponding partition tends to zero. Moreover, applying the Pontryagin maximum principle to both problems, we prove that, if has a unique weak extremal lift with a costate that is normal, then the costate of the sampled-data problem converges uniformly to . In other words, under a nondegeneracy assumption, control sampling commutes, at the limit of small partitions, with the application of the Pontryagin maximum principle.
Cite
@article{arxiv.2302.02965,
title = {Convergence in nonlinear optimal sampled-data control problems},
author = {Loïc Bourdin and Emmanuel Trélat},
journal= {arXiv preprint arXiv:2302.02965},
year = {2023}
}