Value function for regional control problems via dynamic programming and Pontryagin maximum principle

Abstract : In this paper we focus on regional deterministic optimal control problems, i.e., problems where the dynamics and the cost functional may be different in several regions of the state space and present discontinuities at their interface. Under the assumption that optimal trajectories have a locally finite number of switchings (no Zeno phenomenon), we use the duplication technique to show that the value function of the regional optimal control problem is the minimum over all possible structures of trajectories of value functions associated with classical optimal control problems settled over fixed structures, each of them being the restriction to some submanifold of the value function of a classical optimal control problem in higher dimension. The lifting duplication technique is thus seen as a kind of desingularization of the value function of the regional optimal control problem. In turn, we extend to regional optimal control problems the classical sensitivity relations and we prove that the regularity of this value function is the same (i.e., is not more degenerate) than the one of the higher-dimensional classical optimal control problem that lifts the problem.
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Mathematical Control and Related Fields, AIMS, 2018, 8 (3-4), pp.509--533
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Contributeur : Emmanuel Trélat <>
Soumis le : jeudi 5 octobre 2017 - 16:29:50
Dernière modification le : mardi 11 décembre 2018 - 18:30:22
Document(s) archivé(s) le : lundi 8 janvier 2018 - 15:16:28

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  • HAL Id : hal-01313559, version 2
  • ARXIV : 1605.04079

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Guy Barles, Ariela Briani, Emmanuel Trélat. Value function for regional control problems via dynamic programming and Pontryagin maximum principle. Mathematical Control and Related Fields, AIMS, 2018, 8 (3-4), pp.509--533. 〈hal-01313559v2〉

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