Optimal control with budget constraints and resets

We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider deterministic shortest path problems on graphs with a full budget reset in all preferred nodes. In the continuous case, we derive augmented PDEs of optimal control, which are then solved numerically on the extended state space with a full/instantaneous budget reset on the preferred subset. We introduce an iterative algorithm for solving these problems efficiently. The method’s performance is demonstrated on a range of computational examples, including optimal path planning with constraints on prolonged visibility by a static enemy observer.