Homogenization results for a deterministic multi-domains periodic control problem

DOI10.3233/ASY-151322MaRDI QIDQ5744774zbMATH OpenFDO

Authors Guy Barles, E. Chasseigne, Nicoletta Tchou, Ariela Briani

Publication date 19 February 2016

Published in Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.0661

zbMATH Keywords

Bellman equationcell problemdeterministic optimal controldiscontinuous dynamicshomogenizationviscosity solutions

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Abstract: We consider homogenization problems in the framework of deterministic optimal control when the dynamics and running costs are completely different in two (or more) complementary domains of the space $R^N$. For such optimal control problems, the three first authors have shown that several value functions can be defined, depending, in particular, of the choice is to use only "regular strategies" or to use also "singular strategies". We study the homogenization problem in these two different cases. It is worth pointing out that, if the second one can be handled by usual partial differential equations method " 'a la Lions-Papanicolaou-Varadhan" with suitable adaptations, the first case has to be treated by control methods (dynamic programming).

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Cited in

(7)

• Homogenization of periodic optimal control problems via multi-scale convergence
• Homogenization of a transmission problem with Hamilton-Jacobi equations and a two-scale interface. Effective transmission conditions
• Effective transmission conditions for Hamilton-Jacobi equations defined on two domains separated by an oscillatory interface
• Multiscale singular perturbations and homogenization of optimal control problems
• On the homogenization of optimal control problems on periodic graphs
• Stochastic homogenization of deterministic control problems
• Homogenization in \(L^\infty\)

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