2018/10/26 by Geiger, Tobias, Wachsmuth, Daniel, Wachsmuth, Gerd
#34K35 #49J21 #49K21 #FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.1810.11402
We consider the optimal control of a differential equation that involves the suprema of the state over some part of the history. In many applications, this non-smooth functional dependence is crucial for the successful modeling of real-world phenomena. We prove the existence of solutions and show that related problems may not possess optimal controls. Due to the non-smoothness in the state equation, we cannot obtain optimality conditions via standard theory. Therefore, we regularize the problem via a novel LogIntExp functional which generalizes the well-known LogSumExp. By passing to the limit with the regularization, we obtain an optimality system for the original problem. The theory is illustrated by some numerical experiments.