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Equivalent Formulations of Optimal Control Problems with Maximum Cost and Applications

Abstract : We revisit the optimal control problem with maximum cost with the objective to provide different equivalent reformulations suitable to numerical methods. We propose two reformulations in terms of extended Mayer problems with state constraints, and another one in terms of a differential inclusion with upper-semi continuous right member without state constraint. For the latter we also propose a scheme that approximates from below the optimal value. These approaches are illustrated and discussed in several examples.
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https://hal.inrae.fr/hal-03746480
Contributor : Alain Rapaport Connect in order to contact the contributor
Submitted on : Friday, August 5, 2022 - 12:37:45 PM
Last modification on : Friday, September 30, 2022 - 2:20:23 PM

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Emilio Molina, Alain Rapaport, Héctor Ramírez. Equivalent Formulations of Optimal Control Problems with Maximum Cost and Applications. Journal of Optimization Theory and Applications, Springer Verlag, 2022, ⟨10.1007/s10957-022-02094-z⟩. ⟨hal-03746480⟩

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