November  2001, 1(4): 443-462. doi: 10.3934/dcdsb.2001.1.443

An infinite horizon optimal control problem for some switching systems

1. 

Dipartimento di Matematica, Universitá di Trento, Via Sommarive, 14, 38050 Povo di Trento (TN), Italy

Received  December 2000 Revised  July 2001 Published  September 2001

We study an infinite horizon optimal control problem for a system with two state variables. They are respectively the input and the output of either a delayed relay or a finite sum of delayed relays. The system exhibits hysteresis and the output of the relay is discontinuous. We consider two different switching rules for the relay. We characterize the value functions by the unique viscosity solution of some suitably coupled Dirichlet problems for Hamilton-Jacobi equations.
Citation: Fabio Bagagiolo. An infinite horizon optimal control problem for some switching systems. Discrete & Continuous Dynamical Systems - B, 2001, 1 (4) : 443-462. doi: 10.3934/dcdsb.2001.1.443
[1]

Piermarco Cannarsa, Cristina Pignotti, Carlo Sinestrari. Semiconcavity for optimal control problems with exit time. Discrete & Continuous Dynamical Systems - A, 2000, 6 (4) : 975-997. doi: 10.3934/dcds.2000.6.975

[2]

M. Motta, C. Sartori. Exit time problems for nonlinear unbounded control systems. Discrete & Continuous Dynamical Systems - A, 1999, 5 (1) : 137-156. doi: 10.3934/dcds.1999.5.137

[3]

Luong V. Nguyen. A note on optimality conditions for optimal exit time problems. Mathematical Control & Related Fields, 2015, 5 (2) : 291-303. doi: 10.3934/mcrf.2015.5.291

[4]

Piermarco Cannarsa, Carlo Sinestrari. On a class of nonlinear time optimal control problems. Discrete & Continuous Dynamical Systems - A, 1995, 1 (2) : 285-300. doi: 10.3934/dcds.1995.1.285

[5]

Carlo Sinestrari. Semiconcavity of the value function for exit time problems with nonsmooth target. Communications on Pure & Applied Analysis, 2004, 3 (4) : 757-774. doi: 10.3934/cpaa.2004.3.757

[6]

Pavel Gurevich. Periodic solutions of parabolic problems with hysteresis on the boundary. Discrete & Continuous Dynamical Systems - A, 2011, 29 (3) : 1041-1083. doi: 10.3934/dcds.2011.29.1041

[7]

M. Delgado-Téllez, Alberto Ibort. On the geometry and topology of singular optimal control problems and their solutions. Conference Publications, 2003, 2003 (Special) : 223-233. doi: 10.3934/proc.2003.2003.223

[8]

Jiongmin Yong. Time-inconsistent optimal control problems and the equilibrium HJB equation. Mathematical Control & Related Fields, 2012, 2 (3) : 271-329. doi: 10.3934/mcrf.2012.2.271

[9]

Hongwei Lou, Junjie Wen, Yashan Xu. Time optimal control problems for some non-smooth systems. Mathematical Control & Related Fields, 2014, 4 (3) : 289-314. doi: 10.3934/mcrf.2014.4.289

[10]

Zaidong Zhan, Shuping Chen, Wei Wei. A unified theory of maximum principle for continuous and discrete time optimal control problems. Mathematical Control & Related Fields, 2012, 2 (2) : 195-215. doi: 10.3934/mcrf.2012.2.195

[11]

Gastão S. F. Frederico, Delfim F. M. Torres. Noether's symmetry Theorem for variational and optimal control problems with time delay. Numerical Algebra, Control & Optimization, 2012, 2 (3) : 619-630. doi: 10.3934/naco.2012.2.619

[12]

Laurenz Göllmann, Helmut Maurer. Theory and applications of optimal control problems with multiple time-delays. Journal of Industrial & Management Optimization, 2014, 10 (2) : 413-441. doi: 10.3934/jimo.2014.10.413

[13]

David González-Sánchez, Onésimo Hernández-Lerma. On the Euler equation approach to discrete--time nonstationary optimal control problems. Journal of Dynamics & Games, 2014, 1 (1) : 57-78. doi: 10.3934/jdg.2014.1.57

[14]

Shakoor Pooseh, Ricardo Almeida, Delfim F. M. Torres. Fractional order optimal control problems with free terminal time. Journal of Industrial & Management Optimization, 2014, 10 (2) : 363-381. doi: 10.3934/jimo.2014.10.363

[15]

Jiaqin Wei. Time-inconsistent optimal control problems with regime-switching. Mathematical Control & Related Fields, 2017, 7 (4) : 585-622. doi: 10.3934/mcrf.2017022

[16]

Laurenz Göllmann, Helmut Maurer. Optimal control problems with time delays: Two case studies in biomedicine. Mathematical Biosciences & Engineering, 2018, 15 (5) : 1137-1154. doi: 10.3934/mbe.2018051

[17]

Luís Tiago Paiva, Fernando A. C. C. Fontes. Adaptive time--mesh refinement in optimal control problems with state constraints. Discrete & Continuous Dynamical Systems - A, 2015, 35 (9) : 4553-4572. doi: 10.3934/dcds.2015.35.4553

[18]

Takanobu Okazaki. Large time behaviour of solutions of nonlinear ode describing hysteresis. Conference Publications, 2007, 2007 (Special) : 804-813. doi: 10.3934/proc.2007.2007.804

[19]

Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev. Linear programming solutions of periodic optimization problems: approximation of the optimal control. Journal of Industrial & Management Optimization, 2007, 3 (2) : 399-413. doi: 10.3934/jimo.2007.3.399

[20]

Hee-Dae Kwon, Jeehyun Lee, Sung-Dae Yang. Eigenseries solutions to optimal control problem and controllability problems on hyperbolic PDEs. Discrete & Continuous Dynamical Systems - B, 2010, 13 (2) : 305-325. doi: 10.3934/dcdsb.2010.13.305

2018 Impact Factor: 1.008

Metrics

  • PDF downloads (10)
  • HTML views (0)
  • Cited by (6)

Other articles
by authors

[Back to Top]