A class of infinite horizon optimal control problems involving mixed quasi-norms of L$$-type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The existence of optimal controls and their structural properties are analyzed on the basis of first order optimality conditions. A dynamic programming approach is used for numerical realization.
Mots-clés : Optimal control, infinite horizon control, sparse controls, switching controls, optimality conditions, dynamic programming
@article{COCV_2020__26_1_A61_0, author = {Kalise, Dante and Kunisch, Karl and Rao, Zhiping}, title = {Sparse and switching infinite horizon optimal controls with mixed-norm penalizations}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, publisher = {EDP-Sciences}, volume = {26}, year = {2020}, doi = {10.1051/cocv/2019038}, mrnumber = {4151118}, zbl = {1454.49004}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2019038/} }
TY - JOUR AU - Kalise, Dante AU - Kunisch, Karl AU - Rao, Zhiping TI - Sparse and switching infinite horizon optimal controls with mixed-norm penalizations JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2020 VL - 26 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2019038/ DO - 10.1051/cocv/2019038 LA - en ID - COCV_2020__26_1_A61_0 ER -
%0 Journal Article %A Kalise, Dante %A Kunisch, Karl %A Rao, Zhiping %T Sparse and switching infinite horizon optimal controls with mixed-norm penalizations %J ESAIM: Control, Optimisation and Calculus of Variations %D 2020 %V 26 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2019038/ %R 10.1051/cocv/2019038 %G en %F COCV_2020__26_1_A61_0
Kalise, Dante; Kunisch, Karl; Rao, Zhiping. Sparse and switching infinite horizon optimal controls with mixed-norm penalizations. ESAIM: Control, Optimisation and Calculus of Variations, Tome 26 (2020), article no. 61. doi : 10.1051/cocv/2019038. http://www.numdam.org/articles/10.1051/cocv/2019038/
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