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An infinite horizon optimal control problem for some switching systems

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  • 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.
    Mathematics Subject Classification: 47J40, 49J15, 49L25.


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