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A modified backward integration method for optimal control problems with degenerate equilibrium points. (English) Zbl 1484.49054

The article presents a numerical method for autonomous, infinite time horizon optimal control problems whose canonical optimality system is a system of ordinary differential equations with degenerate equilibrium points. Specifically, the authors show for a particular class of degenerate equilibrium points (which they call multiple hyperbolic saddles) how a blow-up technique for vector fields can be combined with a modified backward integration to transform the optimality system (which is a boundary value problem) into an initial value problem that can be handled by standard numerical solvers. To illustrate their approach, the authors consider as a model problem the fight against an invasive species.

MSC:

49M05 Numerical methods based on necessary conditions
37D05 Dynamical systems with hyperbolic orbits and sets
49J15 Existence theories for optimal control problems involving ordinary differential equations
Full Text: DOI

References:

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