Finite-horizon optimal control and stabilization of time-scalable systems

In this paper, we consider the optimal control of time-scalable systems. The time-scaling property is shown to convert the PDE associated with the Hamilton-Jacobi-Bellman (HJB) equation to a purely spatial PDE. Solution of this PDE yields the value function at a fixed time, and that solution can be scaled to find the value function at any point in time. Furthermore, in certain cases the unsealed control law stabilizes the system, and the unsealed value function acts as a Lyapunov function for that system. The PDE is solved for the well-known example of the nonholonomic integrator.