Infinite horizon optimal control problems with multiple thermostatic hybrid dynamics

Bagagiolo, Fabio and Danieli, Katia (2010) Infinite horizon optimal control problems with multiple thermostatic hybrid dynamics. UNSPECIFIED. (Submitted)

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    Abstract

    We study an optimal control problem for a hybrid system exhibiting several internal switching variables whose discrete evolutions are governed by some delayed thermostatic laws. By the dynamic programming technique we prove that the value function is the unique viscosity solution of a system of several Hamilton-Jacobi equations, suitably coupled. The method involves a contraction principle and some suitably adapted results for exit-time problems with discontinuous exit cost.

    Item Type: Departmental Technical Report
    Department or Research center: Mathematics
    Subjects: Q Science > QA Mathematics > QA374.7 Partial differential equations
    Uncontrolled Keywords: thermostatic switching systems, optimal control, infinite horizon, exit-time problems, Hamilton-Jacobi, viscosity solutions
    Report Number: UTM 740
    Repository staff approval on: 02 Nov 2010

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