We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a network. A notion of viscosity solution of Hamilton–Jacobi equations on the network has been proposed in earlier articles. Here, we propose a simple proof of a comparison principle based on arguments from the theory of optimal control. We also discuss stability of viscosity solutions.
DOI : 10.1051/cocv/2014054
Mots-clés : Optimal control, networks, Hamilton–Jacobi equations, viscosity solutions
@article{COCV_2015__21_3_876_0, author = {Achdou, Yves and Oudet, Salom\'e and Tchou, Nicoletta}, title = {Hamilton{\textendash}Jacobi equations for optimal control on junctions and networks}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {876--899}, publisher = {EDP-Sciences}, volume = {21}, number = {3}, year = {2015}, doi = {10.1051/cocv/2014054}, zbl = {1318.49049}, mrnumber = {3358634}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2014054/} }
TY - JOUR AU - Achdou, Yves AU - Oudet, Salomé AU - Tchou, Nicoletta TI - Hamilton–Jacobi equations for optimal control on junctions and networks JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2015 SP - 876 EP - 899 VL - 21 IS - 3 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2014054/ DO - 10.1051/cocv/2014054 LA - en ID - COCV_2015__21_3_876_0 ER -
%0 Journal Article %A Achdou, Yves %A Oudet, Salomé %A Tchou, Nicoletta %T Hamilton–Jacobi equations for optimal control on junctions and networks %J ESAIM: Control, Optimisation and Calculus of Variations %D 2015 %P 876-899 %V 21 %N 3 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2014054/ %R 10.1051/cocv/2014054 %G en %F COCV_2015__21_3_876_0
Achdou, Yves; Oudet, Salomé; Tchou, Nicoletta. Hamilton–Jacobi equations for optimal control on junctions and networks. ESAIM: Control, Optimisation and Calculus of Variations, Tome 21 (2015) no. 3, pp. 876-899. doi : 10.1051/cocv/2014054. http://www.numdam.org/articles/10.1051/cocv/2014054/
Hamilton–Jacobi equations constrained on networks. Nonlinear Differ. Eq. Appl. 20 (2013) 413–445. | DOI | Zbl
, , and ,M. Bardi and I. Capuzzo-Dolcetta, Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations. With appendices by Maurizio Falcone and Pierpaolo Soravia. Systems & Control: Foundations & Applications, Birkhäuser Boston Inc., Boston, MA (1997). | Zbl
A Bellman approach for two-domains optimal control problems in . ESAIM: COCV 19 (2013) 710–739. | Numdam | Zbl
, and ,A Bellman approach for regional optimal control problems in . SIAM J. Control Optim. 52 (2014) 1712–1744. | DOI | Zbl
, and ,Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations. Appl. Math. Optim. 21 (1990) 21–44. | DOI | Zbl
and ,Deterministic exit time control problems with discontinuous exit costs. SIAM J. Control Optim. 35 (1997) 399–434. | DOI | Zbl
,Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data. Nonlinear Anal. 45 (2001) 1015–1037. | DOI | Zbl
,Hamilton-Jacobi equations with state constraints. Trans. Amer. Math. Soc. 318 (1990) 643–683. | DOI | Zbl
and ,Vertex control of flows in networks. Netw. Heterog. Media 3 (2008) 709–722. | DOI | Zbl
, , and ,H. Frankowska and S. Plaskacz, Hamilton-Jacobi equations for infinite horizon control problems with state constraints, Calculus of variations and optimal control (Haifa, 1998). In vol. 411 of Res. Notes Math. Chapman & Hall/CRC, Boca Raton, FL (2000) 97–116. | MR | Zbl
Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints. J. Math. Anal. Appl. 251 (2000) 818–838. | DOI | MR | Zbl
and ,M. Garavello and B. Piccoli, Traffic flow on networks. Conservation laws models. In vol. of AIMS Ser. Appl. Math. American Institute of Mathematical Sciences (AIMS), Springfield, MO (2006). | MR | Zbl
C. Imbert and R. Monneau, The vertex test function for Hamilton-Jacobi equations on networks. Preprint arXiv:1306.2428 (2013).
A Hamilton-Jacobi approach to junction problems and application to traffic flows. ESAIM: COCV 19 (2013) 129–166. | Numdam | Zbl
, and ,H. Ishii, A short introduction to viscosity solutions and the large time behavior of solutions of Hamilton–Jacobi equations. Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications. In vol. 2074 of Lect. Notes Math. Springer (2013) 111–249. | Zbl
A new formulation of state constraint problems for first-order PDEs. SIAM J. Control Optim. 34 (1996) 554–571. | DOI | Zbl
and ,On Filippov’s implicit functions lemma. Proc. Amer. Math. Soc. 18 (1967) 41–47. | Zbl
and ,S. Oudet, Hamilton–Jacobi equations for optimal control on heterogeneous structures with geometric singularity, work in progress (2014).
Z. Rao, A. Siconolfi and H. Zidani, Transmission conditions on interfaces for Hamilton-Jacobi-bellman equations (2013). | Zbl
Z. Rao and H. Zidani, Hamilton–jacobi–bellman equations on multi-domains, Control and Optimization with PDE Constraints. Springer (2013) 93–116. | Zbl
Viscosity solutions of Eikonal equations on topological networks. Calc. Var. Partial Differ. Eq. 46 (2013) 671–686. | DOI | Zbl
and ,Optimal control with state-space constraint. I. SIAM J. Control Optim. 24 (1986) 552–561. | DOI | Zbl
,Optimal control with state-space constraint. II, SIAM J. Control Optim. 24 (1986) 1110–1122. | DOI | Zbl
,Sous-différentiels d’une borne supérieure et d’une somme continue de fonctions convexes. C. R. Acad. Sci. Paris Sér. A-B 268 (1969) A39–A42. | Zbl
,Cité par Sources :