Homotopic approach for turnpike and singularly perturbed optimal control problems

Autor: Cots Olivier, Gergaud Joseph, Wembe Boris
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: ESAIM: Proceedings and Surveys, Vol 71, Pp 43-53 (2021)
Druh dokumentu: article
ISSN: 2267-3059
20217110
DOI: 10.1051/proc/202171105
Popis: The first aim of this article is to present the link between the turnpike property and the singular perturbations theory: the first one being a particular case of the second one. Then, thanks to this link, we set up a new framework based on continuation methods for the resolution of singularly perturbed optimal control problems. We consider first the turnpike case, then, we generalize the approach to general control problems with singular perturbations (that is with fast but also slow variables). We illustrate each step with an example.
Databáze: Directory of Open Access Journals