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

DOI10.1007/S00030-020-0625-ZMaRDI QIDQ2173296zbMATH OpenOpenAlexFDO

Authors Manh-Khang Dao, Boualem Djehiche

Publication date 22 April 2020

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

Copyright license Creative Commons Attribution 4.0 International

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)

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'.

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Cited in

(9)

• Hamilton-Jacobi equations for optimal control on networks with entry or exit costs
• Quasi-convex Hamilton-Jacobi equations posed on junctions: the multi-dimensional case
• Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation
• Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions
• Hamilton-Jacobi equations for optimal control on junctions with unbounded running cost functions
• Discontinuous solutions of Hamilton-Jacobi equations on networks
• Multicriteria Optimal Control and Vectorial Hamilton-Jacobi Equation
• Hamilton-Jacobi equations for optimal control on junctions and networks
• Hybrid thermostatic approximations of junctions for some optimal control problems on networks

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