Infinite horizon sparse optimal control

Abstract

A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\le 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$, and the sparsity structure of the optimal controls promoted by the $L^p$-type penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

Cited by in corpus (2)

• Optimal consensus control of the Cucker-Smale model
• Sparse and Switching Infinite Horizon Optimal Control with Mixed-Norm Penalizations