Seminario del Departamento de
Ecuaciones Diferenciales y Análisis Numérico

Fecha : 4 de abril de 2014
Hora  : 12:00
Lugar : Aula 2.3 (Fac. de Matemáticas, 2a. planta)

Pablo Pedregal

(Universidad de Castilla-La Mancha)

Resumen

We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It 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 optimality conditions, costates in feedback form are solutions of linear, first-order transport systems, while optimal descent directions are solutions of appropriate obstacle problems. The discussion will keep technicalities to a minimum. Some numerical simulation for some simple initial problems will be shown to see how the method performs in practice.