Sparse and Switching Infinite Horizon Optimal Control with Mixed-Norm Penalizations
Optimization and Control
2020-11-17 v2 Numerical Analysis
Systems and Control
Numerical Analysis
Abstract
A class of infinite horizon optimal control problems involving mixed quasi-norms of -type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The existence of optimal controls and their structural properties are analyzed on the basis of first order optimality conditions. A dynamic programming approach is used for numerical realization.
Cite
@article{arxiv.1808.10659,
title = {Sparse and Switching Infinite Horizon Optimal Control with Mixed-Norm Penalizations},
author = {Dante Kalise and Karl Kunisch and Zhiping Rao},
journal= {arXiv preprint arXiv:1808.10659},
year = {2020}
}