Optimal control with budget constraints and resets

Details Optimal control with budget constraints and resets Optimal control with budget constraints and resets

2011-10-28

arxiv.org/abs/1110.6221v1

Mathematics

Optimization and Control

31 pages, 13 figures; submitted to SIAM J. on Control & Optimization

Scientific paper

We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and stochastic shortest path problems with full budget resets in all preferred nodes. In the continuous case, we derive augmented PDEs of optimal control, which are then solved numerically on the extended state space with a full/instantaneous budget reset on the preferred subset. We introduce an iterative algorithm for solving these problems efficiently. The method's performance is demonstrated on a range of computational examples, including the optimal path planning with constraints on prolonged visibility by a static enemy observer. In addition, we also develop an algorithm that works on the original state space to solve a related but simpler problem: finding the subsets of the domain "reachable-within-the-budget".

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