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

Manh Khang Dao, Boualem Djehiche

Research output: Contribution to journalArticlepeer-review

Abstract

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’.

Original languageEnglish (US)
Article number23
JournalNonlinear Differential Equations and Applications
Volume27
Issue number2
DOIs
StatePublished - Apr 1 2020

Keywords

  • Hamilton–Jacobi equation
  • Multidimensional junctions
  • Optimal control
  • Switching cost
  • Viscosity solutions

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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