Dynamic programming for some optimal control problems with hysteresis

DOI10.1007/S00030-002-8122-0MaRDI QIDQ1601717zbMATH OpenOpenAlexFDO

Authors Fabio Bagagiolo

Publication date 27 June 2002

Published in NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00030-002-8122-0

zbMATH Keywords

dynamic programmingHamilton-Jacobi equationhysteresis operatoroptimal controlPlay operatorPrandtl-Ishlinskij operatorviscosity Neumann type boundary value problemviscosity solution

Mathematics Subject Classification ID

Equations with nonlinear hysteresis operators (47J40) Existence theories for optimal control problems involving ordinary differential equations (49J15) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Review text

With a hysteresis operator \(\mathcal F\) and a measurable control \(\alpha\) the dynamical system \[ y'(t)=f(y(t), {\mathcal F}[y,\xi_0](t),\alpha(t))\qquad (t\geq 0) \] is studied with initial state \(\xi_0\) and \(y(0)=y_0\). For the problem of minimizing the infinite horizon discount cost \[ J=\int_0^{+\infty} e^{-\lambda t}l(y(t), {\mathcal F}[y,\xi_0](t),\alpha(t)) dt \] (with given \(\lambda>0\) and \(l\)) the corresponding (discontinuous) Hamilton-Jacobi equation is obtained for the particular cases that \(\mathcal F\) is either a Play operator or a Prandtl-Ishlinskii operator. Under natural assumptions, the function \((y_0,\xi_0)\mapsto\inf_\alpha J\) is the only viscosity solution of this equation, and the equation can also be reformulated as a viscosity Neumann type boundary value problem.

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(10)

• Optimal control with hysteresis nonlinearity and multidimensional Play operator
• scientific article; zbMATH DE number 1217776 (Why is no real title available?)
• About an optimal visiting problem
• Optimal control of dynamic systems with hysteresis
• Analysis of optimal control problems for hybrid systems with one state variable
• Dynamical systems coupled with monotone set-valued operators: formalisms, applications, well-posedness, and stability
• Viscosity solutions for an optimal control problem with Preisach hysteresis nonlinearities
• Controllability of dynamical systems with play-type hysteresis via approximation by delayed relays
• Continual systems of relays
• Optimal control of dynamical systems with Preisach hysteresis

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