Optimal control of hybrid systems and a system of quasi-variational inequalities
Optimal control of a. class of hybrid dynamical systems is studied using the method of dynamic programming. It is proved that the value function is a discontinuous viscosity solution of the corresponding Hamilton-Jacobi-Bellman (HJB) equation which appears as a system of quasi-variational inequalities (SQVI) coupled by a nonlocal operator with a variable boundary condition. The comparison theorems are established for the sub- and super-solutions of the SQVI.
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|Source:||Siam Journal on Control and Optimization|
|01_Zhang_Optimal_control_of_hybrid_2006.pdf||334.54 kB||Adobe PDF||Request a copy|
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