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Homotopic approach for turnpike and singularly perturbed optimal control problems

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.
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https://hal.archives-ouvertes.fr/hal-02338881
Contributor : Olivier Cots Connect in order to contact the contributor
Submitted on : Tuesday, January 11, 2022 - 3:34:19 PM
Last modification on : Monday, July 4, 2022 - 8:42:56 AM

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2021-CGW-preprint.pdf
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  • HAL Id : hal-02338881, version 2

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Olivier Cots, Joseph Gergaud, Boris Wembe. Homotopic approach for turnpike and singularly perturbed optimal control problems. 19th French-German-Swiss conference on Optimization, Sep 2021, Nice, France. ⟨hal-02338881v2⟩

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