标题:About the minimal time crisis problem and applications * * The authors thank the “FMJH Program Gaspard Monge in optimization and operation research, the ECOS-SUD project C13E03”, and the Matham-SUD project SOCDE.
摘要:AbstractWe study the optimal control problem where the cost functional to be minimized represents the so-called time of crisis, i.e. the time spent by a trajectory solution of a control system outside a given set K. Such a problematic finds applications in population dynamics, such as in prey-predator models, which require to find a control strategy that may leave and enter the crisis domain K a number of time that increases with the time interval. One important feature of the time crisis function is that it can be expressed using the characteristic function of K that is discontinuous preventing the use of the standard Maximum Principle. We provide an approximation scheme of the problem based on the Moreau-Yosida approximation of the indicator function of K and prove the convergence of an optimal sequence for the approximated problem to an optimal solution of the original problem when the regularization parameter goes to zero. We illustrate this approach on a simple example and then on the Lotka-Volterra prey-predator model.
关键词:KeywordsOptimal controlHybrid Maximum PrincipleViabilityPrey-predator model