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arXiv 1605.04079math.OCmath.AP
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基于动态规划和庞特里亚金最大值原理的区域控制问题的价值函数

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

Guy Barles, Ariela Briani, Emmanuel Trélat

摘要:

在本文中,我们专注于区域确定性最优控制问题,即,动力学和成本泛函在状态空间的几个区域中可能不同,并且在它们的界面处呈现不连续性。假设最优轨迹具有局部有限的切换次数,(无Zeno现象),我们利用复制技术证明了区域最优控制问题的值函数是固定结构上经典最优控制问题的值函数轨迹的所有可能结构上的最小值,其中每一个都是对高维经典最优控制问题值函数的某个子流形的限制,因此,提升复制技术被看作是区域最优控制问题值函数的一种去奇异化.反过来,我们将经典的灵敏度关系推广到区域最优控制问题,并证明了这个值函数的正则性是相同的(即,不是更退化)比一个更高维的经典最优控制问题,解除问题。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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