Display Abstract

Title Optimal feedback control, linear first-order PDE systems, and obstacle problems

Name Pablo Pedregal
Country Spain
Email pablo.pedregal@uclm.es
Co-Author(s)
Submit Time 2014-02-28 06:14:11
Session
Special Session 119: Dynamical Systems and Optimal Control
Contents
We focus on the analysis and numerical approximation of the optimal feedback control mapping. Our perspective consists in looking at a typical optimal control problem in such a way that feasible controls are mappings depending both in time and space. In this way, the feedback form of the problem is built-in from the very beginning. Optimality conditions are derived for one such optimal mapping, which by construction is the optimal feedback mapping of the problem. In formulating such optimality conditions, costates in feedback form are solutions of linear, first-order transport systems, while optimal descent directions are solutions of appropriate obstacle problems. We illustrate these ideas by approximating such map in some simple, academic examples.