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Remarks on finite and infinite time-horizon optimal control problems

Authors :
Rodrigues, Sérgio S.
Publication Year :
2022

Abstract

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions of finite time-horizon optimal control problems approximates a solution of the analog infinite time-horizon problem. The latter solution and corresponding optimal cost value function are not assumed to be known a-priori. Numerical simulations are presented validating the theoretical findings for several examples, including systems governed by both ordinary and partial differential equations.<br />Comment: 6 figures, 18 subfigures

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2212.02238
Document Type :
Working Paper