Optimal control problems on stratified domains (Q2642397)

The authors study the value function of an optimal control problem on a stratified domain in terms of the viscosity solution of a Hamilton-Jacobi equation with discontinuous coefficients. More precisely, the authors study domains which are stratified according to \({\mathbb R}={\mathcal M}_1\cup\ldots\cup{\mathcal M}_M\), where the \({\mathcal M}_i\) are submanifolds embedded into \({\mathbb R}^N\) and infinite horizon optimal control problems whose vector fields are Lipschitz on and tangent to each \({\mathcal M}_i\) and whose running cost is continuous on each \({\mathcal M}_i\). The class of problems considered contains minimum time problems with discontinuous coefficients and optimal control problems with reflecting boundary. The main results of the paper are a (weak) sufficient condition for the existence of an optimal trajectory (Theorem 1) and comparison principles for the optimal value function and the associated Hamilton-Jacobi equation in the viscosity sense (Theorems 2 and 3) which in particular imply uniqueness of the optimal value function (Corollary 1).