Corpus ID: 226246244

Optimal control on finite graphs: a reference case.

@article{Guant2020OptimalCO,
  title={Optimal control on finite graphs: a reference case.},
  author={Olivier Gu{\'e}ant},
  journal={arXiv: Optimization and Control},
  year={2020}
}

Olivier Guéant

Published 2020

Mathematics

arXiv: Optimization and Control

For optimal control problems on finite graphs in continuous time, the dynamic programming principle leads to value functions characterized by systems of nonlinear ordinary differential equations. In this paper, we exhibit a family of such optimal control problems for which these nonlinear equations can be transformed into linear ones thanks to a change of variables. As a consequence, the value function associated with an optimal control problem of that family can be written in (almost-)closed… CONTINUE READING

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