Geodesic
Homotopic approach for turnpike and singularly perturbed optimal control problems
Olivier Cots1 ; Joseph Gergaud1 ; Boris Wembe2
1 Toulouse Univ., INP-ENSEEIHT-IRIT, UMR CNRS 5505, 2 rue Camichel, 31071 Toulouse, France
2 Toulouse Univ., IRIT-UPS, UMR CNRS 5505, 118 route de Narbonne, 31062 Toulouse, France
ESAIM. Proceedings, Tome 71 (2021), pp. 43-53.

Voir la notice de l'article provenant de la source EDP Sciences

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.
DOI : 10.1051/proc/202171105

Olivier Cots 1 ; Joseph Gergaud 1 ; Boris Wembe 2

1 Toulouse Univ., INP-ENSEEIHT-IRIT, UMR CNRS 5505, 2 rue Camichel, 31071 Toulouse, France
2 Toulouse Univ., IRIT-UPS, UMR CNRS 5505, 118 route de Narbonne, 31062 Toulouse, France 
@article{EP_2021_71_a5,
     author = {Olivier Cots and Joseph Gergaud and Boris Wembe},
     title = {Homotopic approach for turnpike and singularly perturbed optimal control problems},
     journal = {ESAIM. Proceedings},
     pages = {43--53},
     publisher = {mathdoc},
     volume = {71},
     year = {2021},
     doi = {10.1051/proc/202171105},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/202171105/}
}
TY  - JOUR
AU  - Olivier Cots
AU  - Joseph Gergaud
AU  - Boris Wembe
TI  - Homotopic approach for turnpike and singularly perturbed optimal control problems
JO  - ESAIM. Proceedings
PY  - 2021
SP  - 43
EP  - 53
VL  - 71
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1051/proc/202171105/
DO  - 10.1051/proc/202171105
LA  - en
ID  - EP_2021_71_a5
ER  - 
%0 Journal Article
%A Olivier Cots
%A Joseph Gergaud
%A Boris Wembe
%T Homotopic approach for turnpike and singularly perturbed optimal control problems
%J ESAIM. Proceedings
%D 2021
%P 43-53
%V 71
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/202171105/
%R 10.1051/proc/202171105
%G en
%F EP_2021_71_a5
Olivier Cots; Joseph Gergaud; Boris Wembe. Homotopic approach for turnpike and singularly perturbed optimal control problems. ESAIM. Proceedings, Tome 71 (2021), pp. 43-53. doi : 10.1051/proc/202171105. http://geodesic.mathdoc.fr/articles/10.1051/proc/202171105/

Cité par Sources :