Singularly perturbed control systems with noncompact fast variable

DOI10.1016/J.JDE.2016.07.005zbMATH Open1347.35022arXiv1507.02176OpenAlexW2964079767MaRDI QIDQ306241FDOQ306241

Antonio Siconolfi, Thuong Nguyen

Publication date: 31 August 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {epsilon}. We study the asymptotic, as {epsilon} goes to 0, of the corresponding value functions, and show convergence, in the sense of weak semilimits, to sub and supersolution of a suitable limit equation containing the effective Hamiltonian. The novelty of our contribution is that no compactness condition are assumed on the fast variable. This generalization requires, in order to perform the asymptotic proce- dure, an accurate qualitative analysis of some auxiliary equations posed on the space of fast variable. The task is accomplished using some tools of Weak KAM theory, and in particular the notion of Aubry set.

Full work available at URL: https://arxiv.org/abs/1507.02176

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsoptimal controlweak KAM theory

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited In (4)

• Complete controllability of various-speed singularly perturbed systems
• An eikonal equation with vanishing Lagrangian arising in global optimization
• Exact slow-fast decomposition of a class of non-linear singularly perturbed optimal control problems via invariant manifolds
• Global stabilization of non-linear singularly perturbed systems with fast actuators: exact design manifold approach

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