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 language | English |
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Pages (from-to) | 2917-2943 |
Number of pages | 27 |
Journal | SIAM Journal on Control and Optimization |
Volume | 52 |
Issue number | 5 |
DOIs | |
Publication status | Published - 2014 |
Externally published | Yes |
Keywords
- Essential Hamiltonians
- Hamilton-Jacobi-Bellman equations
- Multidomains
- Optimal control
- Singular perturbations