A Bellman approach for regional optimal control problems in R^N

DOI10.1137/130922288MaRDI QIDQ3192139zbMATH OpenOpenAlexFDO

Authors Guy Barles, E. Chasseigne, Ariela Briani

Publication date 26 September 2014

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.5813

zbMATH Keywords

Hamilton-Jacobi-Bellman equationoptimal controlviscosity solutionsdiscontinuous dynamic

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Abstract: This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $R^N$. In this article we extend our results in several directions: $(i)$ to more general domains; $(ii)$ by considering finite horizon control problems; $(iii)$ by weaken the controlability assumptions. We use a Bellman approach and our main results are to identify the right Hamilton-Jacobi-Bellman Equation (and in particular the right conditions to be put on the interfaces separating the regions where the dynamic and running cost are different) and to provide the maximal and minimal solutions, as well as conditions for uniqueness. We also provide stability results for such equations.

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