Singular perturbation of optimal control problems on multi-domains
septembre, 2014
Type de publication :
Article (revues avec comité de lecture)
Journal :
SIAM Journal on Control and Optimization, vol. 52 (5), pp. 2917–2943
Editeur :
Society for Industrial and Applied Mathematics
DOI :
HAL :
Résumé :
The goal of this paper is to study a singular perturbation problem in the framework of optimal control on multi-domains. We consider an optimal control problem in which the controlled system contains a fast and a slow variables. This problem is reformulated as an Hamilton-Jacobi-Bellman (HJB) equation. The main difficulty comes from the fact that the fast variable lives in a multi-domain. The geometric singularity of the multi-domains leads to the discontinuity of the Hamiltonian. Under a controllability assumption on the fast variables, the limit equation (as the velocity of the fast variable goes to infinity) is obtained via a PDE approache and by means of the tools of the control theory.
Mots clés (traduction) :
multi-domains; essential Hamiltonians; singular perturbations; optimal control; Hamilton-Jacobi-Bellman equations;
BibTeX :
@article{For-Rao-2014, author={Nicolas Forcadel and Zhiping Rao }, title={Singular perturbation of optimal control problems on multi-domains }, doi={10.1137/130916709 }, journal={SIAM Journal on Control and Optimization }, year={2014 }, month={9}, volume={52 (5) }, pages={2917–2943}, }