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The shooting approach to optimal control problems

Abstract : We give an overview of the shooting technique for solving deterministic optimal control problems. This approach allows to reduce locally these problems to a finite dimensional equation. We first recall the basic idea, in the case of unconstrained or control constrained problems, and show the link with second-order optimality conditions and the analysis or discretization errors. Then we focus on two cases that are now better undestood: state constrained problems, and affine control systems. We end by discussing extensions to the optimal control of a parabolic equation.
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Contributor : J. Frederic Bonnans Connect in order to contact the contributor
Submitted on : Thursday, June 6, 2013 - 8:44:59 AM
Last modification on : Saturday, June 25, 2022 - 7:41:30 PM
Long-term archiving on: : Tuesday, April 4, 2017 - 5:20:13 PM


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Joseph Frederic Bonnans. The shooting approach to optimal control problems. IFAC International Workshop on Adaptation and Learning in Control and Signal Processing, Giri, Fouad, Jul 2013, Caen, France. pp.281-292, ⟨10.3182/20130703-3-FR-4038.00158⟩. ⟨hal-00830896⟩



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