Author(s)

Jinghao Zhu

School of Mathematical Sciences, Tongji University, Shanghai, China.

In this paper we provide a computational approach to a minimization problem for the value function associated with an affine optimal control problem subject to terminal-constraint with quadratic cost plus a potential, for a fixed final time and initial point. We study the global minimization problem of the value function over the attainable set and the regularity properties of the value function at a global minimizer point. On the other hand, in the global minimization of the value function, by an example in this computational approach, we also focus on a numerical method by Riccati matrix differential equations.

Global Minimization, Value Function, Affine Optimal Control, Regularity, Extremal Flow, Riccati Differential Equation

Zhu, J.H. (2023) On Global Minimization for the Value Function in Affine Optimal Control Problems. Open Access Library Journal, 10, 1-16. doi: 10.4236/oalib.1110408.