Hamilton-Jacobi equations for optimal control on multidimensional junctions with entry costs

被引：0
|
作者：
Dao, Manh-Khang [1 ]
Djehiche, Boualem [1 ]
机构：
[1] KTH Royal Inst Technol, Dept Math, S-10044 Stockholm, Sweden
来源：
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS | 2020年 / 27卷 / 02期
基金：
瑞典研究理事会;
关键词：
Optimal control; Multidimensional junctions; Hamilton-Jacobi equation; Viscosity solutions; Switching cost; VISCOSITY SOLUTIONS; EIKONAL EQUATIONS; BELLMAN APPROACH; WELL-POSEDNESS;
D O I：
10.1007/s00030-020-0625-z
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that the value function of the optimal control problem is the unique viscosity solution of the HJ system. This is done under the usual strong controllability assumption and also under a weaker condition, coined 'moderate controllability assumption'.
引用
收藏
页数：42
相关论文
共 50 条
  • [21] Systems of Hamilton-Jacobi equations
    Julio Cambronero
    Javier Pérez Álvarez
    Journal of Nonlinear Mathematical Physics, 2019, 26 : 650 - 658
  • [22] Relaxation of Hamilton-Jacobi Equations
    Hitoshi Ishii
    Paola Loreti
    Archive for Rational Mechanics and Analysis, 2003, 169 : 265 - 304
  • [23] On vectorial Hamilton-Jacobi equations
    Imbert, C
    Volle, M
    CONTROL AND CYBERNETICS, 2002, 31 (03): : 493 - 506
  • [24] HAMILTON-JACOBI EQUATIONS AND NONLINEAR CONTROL-PROBLEMS
    BARBU, V
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1986, 120 (02) : 494 - 509
  • [25] Control synthesis in grid schemes for Hamilton-Jacobi equations
    Tarasyev, AM
    ANNALS OF OPERATIONS RESEARCH, 1999, 88 (0) : 337 - 359
  • [26] Multidimensional smoothness indicators for first-order Hamilton-Jacobi equations
    Falcone, Maurizio
    Paolucci, Giulio
    Tozza, Silvia
    JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 409 (409)
  • [27] Hamilton-Jacobi inequalities for optimal impulsive control problems
    Institute for System Dynamics and Control Theory, SB RAS, Irkutsk, Russia
    IFAC Proc. Vol. (IFAC-PapersOnline), 1 PART 1 (6816-6821):
  • [28] Nonlinear optimal control: Alternatives to Hamilton-Jacobi equation
    Huang, Y
    Lu, WM
    PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1996, : 3942 - 3947
  • [29] Discrete Hamilton-Jacobi Theory and Discrete Optimal Control
    Ohsawa, Tomoki
    Bloch, Anthony M.
    Leok, Melvin
    49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 5438 - 5443
  • [30] Multicriteria optimal control and vectorial Hamilton-Jacobi equation
    Caroff, Nathalie
    LARGE-SCALE SCIENTIFIC COMPUTING, 2008, 4818 : 293 - 299
12345