Title
Exploitation of the Value Function in a Bilevel Optimal Control Problem.
Abstract
The paper discusses a class of bilevel optimal control problems with optimal control problems at both levels. The problem will be transformed to an equivalent single level problem using the value function of the lower level optimal control problem. Although the computation of the value function is difficult in general, we present a pursuit-evasion Stackelberg game for which the value function of the lower level problem can be derived even analytically. A direct discretization method is then used to solve the transformed single level optimal control problem together with some smoothing of the value function.
Year
Venue
Field
2015
System Modelling and Optimization
Discretization,Mathematical optimization,Optimal control,Bellman equation,Smoothing,Stackelberg competition,Mathematics,Computation
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Konstantin Palagachev100.34
M. Gerdts25811.18