2022/12/05 by Rodrigues, Sérgio S.
#34H05 #35Q93 #49N20 #49N35 #93B45 #93B52 #FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.2212.02238
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions of finite time-horizon optimal control problems approximates a solution of the analog infinite time-horizon problem. The latter solution and corresponding optimal cost value function are not assumed to be known a-priori. Numerical simulations are presented validating the theoretical findings for several examples, including systems governed by both ordinary and partial differential equations.