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math.OC2025
Numerical solving of an optimal control problem in large time horizon: the aerial vehicle guidance
Veljko Askovic, Emmanuel Trélat, Hasnaa Zidani
In this paper we consider an optimal control problem in large time horizon and solve it numerically. More precisely, we are interested in an aerial vehicle guidance problem: launch…
math.OC2023
Linear quadratic optimal control turnpike in finite and infinite dimension: two-term expansion of the value function
Veljko Askovic, Emmanuel Trélat, Hasnaa Zidani
In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fi…
math.OC2023
Two-term large-time asymptotic expansion of the value function for dissipative nonlinear optimal control problems
Veljko Askovic, Emmanuel Trélat, Hasnaa Zidani
Considering a general nonlinear dissipative finite dimensional optimal control problem in fixed time horizon T , we establish a two-term asymptotic expansion of the value function…