JUNCTION CONDITIONS FOR FINITE HORIZON OPTIMAL CONTROL PROBLEMS ON MULTI-DOMAINS WITH CONTINUOUS AND DISCONTINUOUS SOLUTIONS

首页> 外文期刊>ESAIM >JUNCTION CONDITIONS FOR FINITE HORIZON OPTIMAL CONTROL PROBLEMS ON MULTI-DOMAINS WITH CONTINUOUS AND DISCONTINUOUS SOLUTIONS

【24h】

JUNCTION CONDITIONS FOR FINITE HORIZON OPTIMAL CONTROL PROBLEMS ON MULTI-DOMAINS WITH CONTINUOUS AND DISCONTINUOUS SOLUTIONS

机译：连续和不连续解的多域有限水平最优控制问题的连接条件

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the continuous case, we extend the results in Z. Rao and H. Zidani, Hamilton-Jacobi-Bellman equations on multi-domains, in Control and Optimization with PDE Constraints, Vol. 164 of International Series of Numerical Mathematics. Birkhauser, Basel (2013) 93-116. in a more general framework with switching running costs and weaker controllability assumptions. The comparison principle has been established to guarantee the uniqueness and the stability results for the HJB system on such multi-domains. In the lower semi-continuous case, we characterize the value function as the unique lower semi-continuous viscosity solution of the HJB system, under a local controllability assumption.

机译：本文讨论了多域有限水平控制问题的Hamilton-Jacobi-Bellman（HJB）方程的结条件。我们考虑两种不同的情况，即最终成本是连续的或较低的半连续的。在连续的情况下，我们将控制和优化的PDE约束，第一卷，Z。Rao和H.Zidani，Hamilton-Jacobi-Bellman方程在多域上扩展了结果。国际数字数学丛书164。 Birkhauser，巴塞尔（2013）93-116。在更一般的框架中，其运行成本有所变化，而可控性假设却较弱。建立了比较原理，以确保HJB系统在此类多域上的唯一性和稳定性。在下半连续情况下，在局部可控性假设下，我们将值函数表征为HJB系统唯一的下半连续粘度溶液。

著录项

来源
《ESAIM》 |2019年第1期|79.1-79.38|共38页
作者

展开▼
作者单位

Karl Franzens Univ Graz Inst Math & Sci Comp Heinrichstr 36 A-80101 Graz Austria;

Wuhan Univ Sch Math & Stat Wuhan 430072 Hubei Peoples R China|Austrian Acad Sci RICAM Altenbergerstr 69 A-4040 Linz Austria;

ENSTA ParisTech Unite Math Appl 828 Blvd Marechaux F-91762 Palaiseau France;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
Optimal control; Hamilton-Jacobi-Bellman equations; multi-domains; junction conditions;

机译：最佳控制;Hamilton-Jacobi-Bellman方程;多域;连接条件;

相似文献

外文文献
中文文献
专利

1. FINITE HORIZON OPTIMAL STOPPING OF TIME-DISCONTINUOUS FUNCTIONALS WITH APPLICATIONS TO IMPULSE CONTROL WITH DELAY [J] . Palczewski J, Stettner L SIAM Journal on Control and Optimization . 2010,第7a8期

机译：时间不连续函数的有限水平最优停止及其在时滞脉冲控制中的应用
2. Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide [J] . Ewald C.-O., Wang W.-K. Mathematical Social Sciences . 2011,第3期

机译：有限水平逼近的无限水平随机最优控制问题的解析解：实用指南
3. Conditions for optimality of Naive quantized finite horizon control [J] . Quevedo DE, Muller C, Goodwin GC International Journal of Control . 2007,第5期

机译：朴素量化有限水平控制的最优条件
4. On the Solution of the Motion Control Problem as a Finite-Horizon Optimal Control Problem [C] . Jose A. De Abreu-Garcia, Luis A. Cabrera-Arevalo, Jon M. Madaras Proceedings IPEMC 2000 . 2000

机译：作为有限水平最优控制问题的运动控制问题的解决
5. Optimal control of continuous and discontinuous flow. [D] . Homescu, Cristian A. 2002

机译：连续和不连续流量的最佳控制。
6. Error Bounds for Discontinuous Finite Volume Discretisations of Brinkman Optimal Control Problems [O] . S. Kumar, R. Ruiz-Baier, R. Sandilya -1

机译：Brinkman最优控制问题的不连续有限体积离散化的误差界
7. Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions [O] . Daria Ghilli, Zhiping Rao, Hasnaa Zidani 2019

机译：具有连续和不连续解决方案的多个域的有限地平线最佳控制问题的结条件
8. Effect of Discontinuous Boundary Conditions on Finite-Difference Solutions. [R] . rosser, j. barkley 1975

机译：不连续边界条件对有限差分解的影响。

JUNCTION CONDITIONS FOR FINITE HORIZON OPTIMAL CONTROL PROBLEMS ON MULTI-DOMAINS WITH CONTINUOUS AND DISCONTINUOUS SOLUTIONS

摘要

著录项

相似文献

相关主题

期刊订阅