A gradient flow equation for optimal control problems with end-point cost

Abstract

In this paper we consider a control system of the form $\dot{x}=F(x)u$, linear in the control variable $u$. Given a fixed starting point, we study a finite-horizon optimal control problem, where we want to minimize a weighted sum of an end-point cost and the squared $2$-norm of the control. This functional induces a gradient flow on the Hilbert space of admissible controls, and we prove a convergence result by means of the Lojasiewicz-Simon inequality. Finally, we show that, if we let the weight of the end-point cost tend to infinity, the resulting family of functionals is $\Gamma$-convergent, and it turns out that the limiting problem consists in joining the starting point and a minimizer of the end-point cost with a horizontal length-minimizer path.

55 pages. Deep revision of the paper

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