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

被引：0
|
作者：
Dao, Manh-Khang [1 ]
Djehiche, Boualem [1 ]
机构：
[1] KTH Royal Inst Technol, Dept Math, S-10044 Stockholm, Sweden
来源：
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS | 2020年 / 27卷 / 02期
基金：
瑞典研究理事会;
关键词：
Optimal control; Multidimensional junctions; Hamilton-Jacobi equation; Viscosity solutions; Switching cost; VISCOSITY SOLUTIONS; EIKONAL EQUATIONS; BELLMAN APPROACH; WELL-POSEDNESS;
D O I：
10.1007/s00030-020-0625-z
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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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