Optimal control of hybrid systems and a system of quasi-variational inequalities
Date
2006
Authors
Zhang, Huan
James, Matthew
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SIAM Publications
Abstract
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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Keywords: Dynamic programming; Hamiltonians; Mathematical operators; Nonlinear equations; Nonlinear systems; Theorem proving; Comparison theorem; Hybrid dynamical systems; Optimal control; Quasi-variational inequalities; Viscosity solutions; Optimal control systems Comparison theorem; Dynamic programming; Hybrid dynamical systems; Optimal control; System of quasi-variational inequalities; Viscosity solutions
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Siam Journal on Control and Optimization
Type
Journal article
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2037-12-31
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