Asymptotic expansion of the optimal control under logarithmic penalty: worked example and open problems - Inria - Institut national de recherche en sciences et technologies du numérique
Rapport (Rapport De Recherche) Année : 2007

Asymptotic expansion of the optimal control under logarithmic penalty: worked example and open problems

Résumé

We discuss the problem of expansion of optimal control, state and costate when a logarithmic penalty is applied to constraints. We show that, in a simple case, that the variation of (a regular) junction point, and of the optimal control, state and costate is of order $\eps\log \eps$, where $\eps$ is the penalty parameter.
Fichier principal
Vignette du fichier
ABLV.pdf (263.13 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

inria-00143515 , version 1 (25-04-2007)
inria-00143515 , version 2 (26-04-2007)

Identifiants

  • HAL Id : inria-00143515 , version 1

Citer

Felipe Alvarez, J. Frederic Bonnans, Julien Laurent-Varin. Asymptotic expansion of the optimal control under logarithmic penalty: worked example and open problems. [Research Report] 2007. ⟨inria-00143515v1⟩
397 Consultations
174 Téléchargements

Partager

More