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Reports (Research Report) Year : 2007

## Asymptotic expansion of the optimal control under logarithmic penalty: worked example and open problems

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Felipe Alvarez
• Function : Author
J. Frederic Bonnans
• Function : Author
• PersonId : 833418
• IdHAL : bonnans
Julien Laurent-Varin
• Function : Author

#### Abstract

We discuss the problem of expansion of optimal control, state and costate when a logarithmic penalty is applied to constraints. We show that, in a simple case, that the variation of (a regular) junction point, and of the optimal control, state and costate is of order $\eps\log \eps$, where $\eps$ is the penalty parameter.

### Dates and versions

inria-00143515 , version 1 (25-04-2007)
inria-00143515 , version 2 (26-04-2007)

### Identifiers

• HAL Id : inria-00143515 , version 2

### Cite

Felipe Alvarez, J. Frederic Bonnans, Julien Laurent-Varin. Asymptotic expansion of the optimal control under logarithmic penalty: worked example and open problems. [Research Report] RR-6170, INRIA. 2007. ⟨inria-00143515v2⟩

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