Regularization of Linear-Quadratic Control Problems with $L^1$ -Control Cost

Christopher Schneider (1) , Walter Alt (1)

1 Friedrich-Schiller-Universität = Friedrich Schiller University Jena [Jena, Germany]

We analyze $$L^2$$ -regularization of a class of linear-quadratic optimal control problems with an additional $$L^1$$ -control cost depending on a parameter $$\beta $$ . To deal with this nonsmooth problem we use an augmentation approach known from linear programming in which the number of control variables is doubled. It is shown that if the optimal control for a given $$\beta ^*\ge 0$$ is bang-zero-bang, the solutions are continuous functions of the parameter  $$\beta $$ and the regularization parameter  $$\alpha $$ . Moreover we derive error estimates for Euler discretization.

Mots clés: Optimal control; Bang-bang control; $$L^1$$ -minimization; Nonsmooth analysis; Regularization; Discretization

Domaines: Informatique [cs]

Christopher Schneider, Walter Alt. Regularization of Linear-Quadratic Control Problems with $L^1$ -Control Cost. 26th Conference on System Modeling and Optimization (CSMO), Sep 2013, Klagenfurt, Austria. pp.296-305, ⟨10.1007/978-3-662-45504-3_29⟩. ⟨hal-01286438⟩