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Optimal control of hybrid systems and a system of quasi-variational inequalities

Zhang, Huan; James, Matthew


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.

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Siam Journal on Control and Optimization
DOI: 10.1137/050630131


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