American Institute of Mathematical Sciences

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January  1999, 5(1): 137-156. doi: 10.3934/dcds.1999.5.137

Exit time problems for nonlinear unbounded control systems

M. Motta 1, and  C. Sartori 2,

1. 

Dipartimento di Matematica Pura e Applicata, per le Scienze Applicate Università di Padova, via Belzoni 7, 35131 Padova, Italy
2. 

Dipartimento di Metodi e Modelli Matematici, per le Scienze Applicate Università di Padova, via Belzoni 7, 35131 Padova, Italy

Received  January 1998 Revised  July 1998 Published  October 1998

Given a control system (formulated as a nonconvex and unbounded differential inclusion) we study the problem of reaching a closed target with trajectories of the system. A controllability condition around the target allows us to construct a path that steers each point nearby into it in finite time and using a finite amount of energy. In applications to minimization problems, limits of such trajectories could be discontinuous. We extend the inclusion so that all the trajectories of the extension can be approached by (graphs of) solutions of the original system. In the extended setting the value function of an exit time problem with Lagrangian affine in the unbounded control can be shown to coincide with the value function of the original problem, to be continuous and to be the unique (viscosity) solution of a Hamilton-Jacobi equation with suitable boundary conditions.
Keywords: unbounded controls, Nonconvex differential inclusions, minimum time and energy function, dynamic programming..
Mathematics Subject Classification: 34A60, 34A37, 49K24, 49L2.
Citation: M. Motta, C. Sartori. Exit time problems for nonlinear unbounded control systems. Discrete & Continuous Dynamical Systems, 1999, 5 (1) : 137-156. doi: 10.3934/dcds.1999.5.137
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