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

DOI10.1007/S00030-020-0625-ZzbMATH Open1437.49042arXiv1903.08400OpenAlexW3011583354MaRDI QIDQ2173296FDOQ2173296

Boualem Djehiche, Manh-Khang Dao

Publication date: 22 April 2020

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

Abstract: 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'.

Full work available at URL: https://arxiv.org/abs/1903.08400

zbMATH Keywords

optimal controlviscosity solutionsHamilton-Jacobi equationswitching costmultidimensional junctions

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Hamilton-Jacobi equations (35F21) Initial-boundary value problems for second-order hyperbolic equations (35L20) Second-order nonlinear hyperbolic equations (35L70) 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) Feedback control (93B52) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)

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Cited In (2)

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