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Journal Articles Journal of Optimization Theory and Applications Year : 2022

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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hal-03746480 , version 1 (05-08-2022)

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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, 2022, 195, pp.953-975. ⟨10.1007/s10957-022-02094-z⟩. ⟨hal-03746480⟩
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