American Institute of Mathematical Sciences

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June  2007, 2(2): 313-331. doi: 10.3934/nhm.2007.2.313

Optimal control problems on stratified domains

Alberto Bressan 1, and  Yunho Hong 2,

1. 

Department of Mathematics, Penn State University, University Park, Pa.16802
2. 

Department of Industrial and Manufacturing Engineering, Penn State University, University Park, PA 16802, United States

Received  December 2006 Revised  February 2007 Published  March 2007

We consider a class of optimal control problems defined on a stratified domain. Namely, we assume that the state space $\mathbb{R}^N$ admits a stratification as a disjoint union of finitely many embedded submanifolds $\mathcal{M}_i$. The dynamics of the system and the cost function are Lipschitz continuous restricted to each submanifold. We provide conditions which guarantee the existence of an optimal solution, and study sufficient conditions for optimality. These are obtained by proving a uniqueness result for solutions to a corresponding Hamilton-Jacobi equation with discontinuous coefficients, describing the value function. Our results are motivated by various applications, such as minimum time problems with discontinuous dynamics, and optimization problems constrained to a bounded domain, in the presence of an additional overflow cost at the boundary.
Keywords: Hamilton-Jacobi equation, Viscosity solution, Optimal control theory.
Mathematics Subject Classification: Primary: 49L25; Secondary: 49J2.
Citation: Alberto Bressan, Yunho Hong. Optimal control problems on stratified domains. Networks and Heterogeneous Media, 2007, 2 (2) : 313-331. doi: 10.3934/nhm.2007.2.313
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