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.

Infinite Horizon Optimal Control Problems with Multiple Thermostatic Hybrid Dynamics / Bagagiolo, Fabio; Danieli, Katia. - ELETTRONICO. - (2010), pp. 1-20.

Infinite Horizon Optimal Control Problems with Multiple Thermostatic Hybrid Dynamics

Bagagiolo, Fabio;
2010-01-01

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.
2010
Trento
Università degli Studi di Trento
Infinite Horizon Optimal Control Problems with Multiple Thermostatic Hybrid Dynamics / Bagagiolo, Fabio; Danieli, Katia. - ELETTRONICO. - (2010), pp. 1-20.
Bagagiolo, Fabio; Danieli, Katia
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11572/358444
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