Discontinuous control problems for non-convex dynamics and near viability for singularly perturbed control systems

被引:7
作者
Goreac, Dan [2 ]
Serea, Oana-Silvia [1 ]
机构
[1] Ecole Polytech, CMAP, F-91128 Palaiseau, France
[2] Univ Paris Est Marne la Vallee, LAMA, UMR8050, F-77454 Marne La Vallee, France
关键词
Optimal control; Singular perturbations; Near viability; Hamilton-Jacobi-Bellman equations; VISCOSITY SOLUTIONS; DIFFERENTIAL-GAMES; SETS;
D O I
10.1016/j.na.2010.06.050
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The aim of this paper is to study two classes of discontinuous control problems without any convexity assumption on the dynamics. In the first part we characterize the value function for the Mayer problem and the supremum cost problem using viscosity tools and the notion of epsilon-viability (near viability). These value functions are given with respect to discontinuous cost functionals. In the second part we obtain results describing the epsilon-viability (near viability) of singularly perturbed control systems. (C) 2010 Elsevier Ltd. All rights reserved.
引用
收藏
页码:2699 / 2713
页数:15
相关论文
共 26 条
  • [1] [Anonymous], 1994, MATH APPL
  • [2] [Anonymous], 1984, DIFFERENTIAL INCLUSI
  • [3] [Anonymous], 1998, Variational Analysis
  • [4] Aubin J.-P., 1991, VIABILITY THEORY
  • [5] A geometric characterization of viable sets for controlled degenerate diffusions
    Bardi, M
    Jensen, R
    [J]. SET-VALUED ANALYSIS, 2002, 10 (2-3): : 129 - 141
  • [6] Bardi M., 1997, SYSTEMS CONTROL FDN
  • [7] BARRON EN, 1990, COMMUN PART DIFF EQ, V15, P1713
  • [8] DIFFERENTIAL-GAMES WITH MAXIMUM COST
    BARRON, EN
    [J]. NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1990, 14 (11) : 971 - 989
  • [9] THE BELLMAN EQUATION FOR MINIMIZING THE MAXIMUM COST
    BARRON, EN
    ISHII, H
    [J]. NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1989, 13 (09) : 1067 - 1090
  • [10] Existence of stochastic control under state constraints
    Buckdahn, R
    Peng, S
    Quincampoix, M
    Rainer, C
    [J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1998, 327 (01): : 17 - 22