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arxiv: 1307.7395 · v1 · pith:TGGJ3ZS5new · submitted 2013-07-28 · 🧮 math.OC

A soothing invisible hand: moderation potentials in optimal control

classification 🧮 math.OC
keywords controlmoderationcostfamilyfunctionoptimaltermboundary
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A moderation incentive is a continuously differentiable control-dependent cost term that is identically zero on the boundary of the admissible control region, and is subtracted from the `do or die' cost function to reward sub-maximal control utilization in optimal control systems. A moderation potential is a function on the cotangent bundle of the state space such that the solutions of Hamilton's equations satisfying appropriate boundary conditions are solutions of the synthesis problem - the control-parametrized Hamiltonian system central to Pontryagin's Maximum Principle. A multi-parameter family of moderation incentives for affinely controlled systems with quadratic control constraints possesses simple, readily calculated moderation potentials. One member of this family is a shifted version of the kinetic energy-style control cost term frequently used in geometric optimal control. The controls determined by this family approach those determined by a logarithmic penalty function as one of the parameters approaches zero, while the cost term itself is bounded.

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