具有进入费用的多维结点最优控制的Hamilton-Jacobi方程
Hamilton-Jacobi equations for optimal control on multidimensional junctions with entry costs
摘要:
我们考虑一个无限时域控制问题的动力学约束保持在一个多维的路口与进入成本。导出了相应的Hamilton Jacobi方程组(HJ),证明了比较原理,并证明了最优控制问题的值函数是HJ系统的唯一黏性解.这是在通常的强可控性假设下完成的,也是在一个较弱的条件下完成的,称为“适度可控性假设”。
英文摘要:
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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