4.3 Article

HAMILTON-JACOBI EQUATIONS FOR OPTIMAL CONTROL ON JUNCTIONS AND NETWORKS

期刊

出版社

EDP SCIENCES S A
DOI: 10.1051/cocv/2014054

关键词

Optimal control; networks; Hamilton-Jacobi equations; viscosity solutions

资金

  1. ANR project [ANR-12-BS01-0008-01, ANR-12-MONU-0013]
  2. Agence Nationale de la Recherche (ANR) [ANR-12-MONU-0013] Funding Source: Agence Nationale de la Recherche (ANR)

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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.

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