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 |
|---|---|
| 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