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Necessary Optimality Conditions for the Time of Crisis Control Problem

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Abstract

We consider a non-smooth optimal control problem where the cost functional represents the time of crisis, that is, the time spent by a solution of a control system outside a given set. A regularization scheme of the problem based on the Moreau-Yosida approximation is proposed. We prove the convergence of an optimal sequence for the approximated problem to an optimal solution of the original one. We derive optimality conditions on the original and regularized problem
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Dates and versions

hal-01154433 , version 1 (21-05-2015)

Identifiers

  • HAL Id : hal-01154433 , version 1
  • PRODINRA : 305642

Cite

Térence Bayen, Alain Rapaport. Necessary Optimality Conditions for the Time of Crisis Control Problem. SIAM Conference on Control & Applications CT15, Jul 2015, Paris, France. ⟨hal-01154433⟩
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