Singular perturbation of optimal control problems on multidomains

Nicolas Forcadel, Zhiping Rao

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

The goal of this paper is to study a singular perturbation problem in the framework of optimal control on multidomains. We consider an optimal control problem in which the controlled system contains a fast and a slow variable. This problem is reformulated as a Hamilton-Jacobi-Bellman equation. The main difficulty comes from the fact that the fast variable lives in a multidomain. The geometric singularity of the multidomains leads to the discontinuity of the Hamiltonian. Under a controllability assumption on the fast variable, the limit equation (as the velocity of the fast variable goes to infinity) is obtained via a PDE approach and by means of the tools of the control theory.

Original languageEnglish
Pages (from-to)2917-2943
Number of pages27
JournalSIAM Journal on Control and Optimization
Volume52
Issue number5
DOIs
Publication statusPublished - 2014
Externally publishedYes

Keywords

  • Essential Hamiltonians
  • Hamilton-Jacobi-Bellman equations
  • Multidomains
  • Optimal control
  • Singular perturbations

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