论文标题

最佳控制问题的同等表述,最高成本和应用

Equivalent formulations of optimal control problems with maximum cost and applications

论文作者

Molina, Emilio, Rapaport, Alain, Ramirez, Hector

论文摘要

我们以最高成本重新审视最佳控制问题,目的是提供适合数值方法的不同等效的重新纠正。我们提出了两项​​关于延长的梅耶问题的重新措施,而另一个则是在与上层持续的右右成员但没有约束的情况下的差分包含方面的重新纠正。对于最后一个,我们还提出了一个最佳值的近似方案。这些方法在几个示例中进行了说明和讨论。

We revisit the optimal control problem with maximum cost with the objective to provide different equivalent reformulations suitable to numerical methods. We propose two reformulations in terms of extended Mayer problems with constraint, and another one in terms of a differential inclusion with upper-semi continuous right member but without constraint. For this last one we also propose an approximation scheme of the optimal value from below. These approaches are illustrated and discussed on several examples.

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