Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

Homotopic approach for turnpike and singularly perturbed optimal control problems

Olivier Cots 1 Joseph Gergaud 1 Boris Wembe 1
1 IRIT-APO - Algorithmes Parallèles et Optimisation
IRIT - Institut de recherche en informatique de Toulouse
Abstract : 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.
Document type :
Preprints, Working Papers, ...
Complete list of metadatas

Cited literature [14 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-02338881
Contributor : Olivier Cots <>
Submitted on : Monday, July 13, 2020 - 1:33:39 PM
Last modification on : Tuesday, September 8, 2020 - 9:36:03 AM

File

2020-CGW-preprint.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-02338881, version 1

Citation

Olivier Cots, Joseph Gergaud, Boris Wembe. Homotopic approach for turnpike and singularly perturbed optimal control problems. 2020. ⟨hal-02338881⟩

Share

Metrics

Record views

76

Files downloads

35