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Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems
Indexado
WoS WOS:000308647100018
Scopus SCOPUS_ID:84866237769
DOI 10.1007/S10107-011-0477-8
Año 2012
Tipo artículo de investigación

Citas Totales

Autores Afiliación Chile

Instituciones Chile

% Participación
Internacional

Autores
Afiliación Extranjera

Instituciones
Extranjeras


Abstract



We consider a quadratic optimal control problem governed by a nonautonomous affine ordinary differential equation subject to nonnegativity control constraints. For a general class of interior penalty functions, we provide a first order expansion for the penalized states and adjoint states around the state and adjoint state of the original problem. Our main argument relies on the following fact: if the optimal control satisfies strict complementarity conditions for its Hamiltonian except for a set of times with null Lebesgue measure, the functional estimates for the penalized optimal control problem can be derived from the estimates of a related finite dimensional problem. Our results provide several types of efficiency measures of the penalization technique: error estimates of the control for L (s) norms (s in [1, +a]), error estimates of the state and the adjoint state in Sobolev spaces W (1,s) (s in [1, +a)) and also error estimates for the value function. For the L (1) norm and the logarithmic penalty, the sharpest results are given, by establishing an error estimate for the penalized control of order where is the (small) penalty parameter.

Revista



Revista ISSN
Mathematical Programming 0025-5610

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Disciplinas de Investigación



WOS
Computer Science, Software Engineering
Mathematics, Applied
Operations Research & Management Science
Scopus
Mathematics (All)
Software
SciELO
Sin Disciplinas

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Publicaciones WoS (Ediciones: ISSHP, ISTP, AHCI, SSCI, SCI), Scopus, SciELO Chile.

Colaboración Institucional



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Autores - Afiliación



Ord. Autor Género Institución - País
1 ALVAREZ-DAZIANO, FELIPE Hombre Universidad de Chile - Chile
2 Bolte, J. Hombre Univ Toulouse 1 - Francia
Université Toulouse 1 Capitole - Francia
3 Bonnans, J. Frederic - Ecole Polytech - Francia
Centre de Mathématiques Appliquées - Francia
4 Silva, Francisco J. Hombre Univ Roma La Sapienza - Italia
Università degli Studi di Roma La Sapienza - Italia
Sapienza Università di Roma - Italia

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Financiamiento



Fuente
Millennium Institute on Complex Engineering Systems
Basal grants (CONICYT)
Chair "Mathematical modelling and numerical simulation, F-EADS-Ecole Polytechnique-INRIA"

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Agradecimientos



Agradecimiento
The first version of the paper was issued while the second and fourth authors were part of the Commands team at INRIA Saclay-Ile-de-France, CMAP (Ecole Polytechnique) and UMA (ENSTA). F. Alvarez's research was supported by the Millennium Institute on Complex Engineering Systems (MIDEPLAN P05-004-F) and Basal grants (CONICYT). J. Bolte's research was supported by grant ANR-08-BLAN-0294-01.J. F. Bonnans's research was partially supported by the Chair "Mathematical modelling and numerical simulation, F-EADS-Ecole Polytechnique-INRIA".

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