Equivalent Formulations of Optimal Control Problems with Maximum Cost and Applications.

Molina, Emilio; Rapaport, Alain; Ramírez, Héctor

Molina, Emilio; Rapaport, Alain; Ramírez, Héctor.

Afiliação

Molina E; Department of Mathematical Engineering and Center for Mathematical Modeling, CNRS IRL 2807, Universidad de Chile, Santiago, Chile.
Rapaport A; LJLL, Sorbonne Université, CNRS, Paris, France.
Ramírez H; CaGe, INRIA, Paris, France.

J Optim Theory Appl ; 195(3): 953-975, 2022.

Article em En | MEDLINE | ID: mdl-36196430

RESUMO

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.

Palavras-chave

Differential inclusion; Maximum cost; Mayer problem; Numerical schemes; Optimal control; SIR model; State constraint

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Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Tipo de estudo: Health_economic_evaluation Idioma: En Revista: J Optim Theory Appl Ano de publicação: 2022 Tipo de documento: Article País de afiliação: Chile País de publicação: Estados Unidos

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