# American Institute of Mathematical Sciences

November  2011, 10(6): 1567-1587. doi: 10.3934/cpaa.2011.10.1567

## Characterization of the value function of final state constrained control problems with BV trajectories

 1 Laboratoire de Mathématiques et Physique Théorique, Faculté de sciences et Techniques, Université Francois Rabelais, Parc de Grandmont, 37200 Tours, France 2 Equipe Commands, ENSTA ParisTech & INRIA Saclay, 32 Boulevard Victor, 75739 Paris cedex 15, France

Received  January 2010 Revised  May 2011 Published  May 2011

This paper aims to investigate a control problem governed by differential equations with Radon measure as data and with final state constraints. By using a known reparametrization method (by Dal Maso and Rampazzo [18]), we obtain that the value function can be characterized by means of an auxiliary control problem of absolutely continuous trajectories, involving time-measurable Hamiltonian. We study the characterization of the value function of this auxiliary problem and discuss its numerical approximations.
Citation: Ariela Briani, Hasnaa Zidani. Characterization of the value function of final state constrained control problems with BV trajectories. Communications on Pure & Applied Analysis, 2011, 10 (6) : 1567-1587. doi: 10.3934/cpaa.2011.10.1567
##### References:
 [1] A. Arutyunov, V. Dykhta and L. Lobo Pereira, Necessary conditions for impulsive nonlinear optimal control problems without a priori normality assumptions,, Journal of Optimization Theory and applications, 124 (2005), 55.  doi: 10.1007/s10957-004-6465-x.  Google Scholar [2] M. Bardi and I. Capuzzo-Dolcetta, "Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations,", Systems and Control: Foundations and Applications, (1997).   Google Scholar [3] G. Barles, "Solutions de viscosité des équations de Hamilton-Jacobi,", Math\'ematiques et Applications, (1994).   Google Scholar [4] G. Barles, A new stability result for viscosity solutions of nonlinear parabolic equations with weak convergence in time,, C.R. Acad. Sci. Paris, 343 (2006), 173.   Google Scholar [5] G. Barles and P. E. Souganidis, Convergence of approximation schemes for fully nonlinear second order equations,, Asymptotic Analysis, 4 (1991), 271.   Google Scholar [6] E. N. Barron, Viscosity solutions and analysis in $L^\infty$,, Nonlinear analysis, (1998), 1.   Google Scholar [7] E. N. Barron and R. Jensen, Semicontinuous viscosity solutions for Hamilton-Jacobi equations with convex Hamiltonians,, Comm. Partial Differential Equations, 15 (1990), 1713.  doi: 10.1080/03605309908820745.  Google Scholar [8] J. Baumeister, On optimal control of a fishery,, In, (2001).   Google Scholar [9] O. Bokanowski, E. Cristiani, J. Laurent-Varin and H. Zidani, Hamilton-Jacobi-Bellman approach for the climbing problem,, preprint submitted (http://hal.archives-ouvertes.fr/hal-00537649/fr/)., ().   Google Scholar [10] A. Bressan, On differential systems with impulsive controls,, Rend. Sem. Mat. Univ. Padova, 78 (1987), 227.   Google Scholar [11] A. Bressan and F. Rampazzo, On differential systems with vector-valued impulsive controls,, Boll. Un. Mat. Ital., 7 (1988), 641.   Google Scholar [12] A. Bressan and F. Rampazzo, Impulsive control-systems with commutativity assumptions,, Journal of Optimization Theory and Applications, 71 (1991), 67.  doi: 10.1007/BF00940040.  Google Scholar [13] A. Bressan and F. Rampazzo, Impulsive control-systems without commutativity assumptions,, Journal of Optimization Theory and Applications, 81 (1994), 435.  doi: 10.1007/BF02193094.  Google Scholar [14] A. Briani, A Hamilton-Jacobi equation with measures arising in $\Gamma$-convergence of optimal control problems,, Differential and Integral Equations, 12 (1999), 849.   Google Scholar [15] A. Briani and F. Rampazzo, A density approach to Hamilton-Jacobi equations with t-measurable Hamiltonians,, NoDEA-Nonlinear Differential Equations and Applications, 21 (2005), 71.   Google Scholar [16] B. Brogliato, "Nonsmooth Impact Mechanics: Models, Dynamics and Control," volume 220 of Lecture Notes in Control and Information Sciences,, Springer Verlag, (1996).   Google Scholar [17] C. Clark, F. Clarke and G. Munro, The optimal exploitation of renewable stocks,, Econometrica, 47 (1979), 25.  doi: 10.2307/1912344.  Google Scholar [18] G. Dal Maso and F. Rampazzo, On systems of ordinary differential equations with measures as controls,, Differential and Integral Equations, 4 (1991), 738.   Google Scholar [19] V. Dykhta and O. N. Samsonyuk, "Optimal Impulse Control with Applications,", Nauka, (1991).   Google Scholar [20] H. Frankowska, Lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations,, SIAM Journal on Control and Optimization, 31 (1993), 257.  doi: 10.1137/0331016.  Google Scholar [21] H. Frankowska and S. Plaskacz, A measurable upper semicontinuous viability theorem for tubes,, J. of Nonlinear Analysis, 26 (1996), 565.  doi: 10.1016/0362-546X(94)00299-W.  Google Scholar [22] H. Frankowska, S. Plaskacz and T. Rzeuchowski, Measurable viability theorems and Hamilton-Jacobi-Bellman equation,, J. Diff. Eqs, 116 (1995), 265.  doi: 10.1006/jdeq.1995.1036.  Google Scholar [23] P. Gajardo, C. Ramírez and A. Rappaport, Minimal time sequential batch reactors with bounded and impulse controls for one or more species,, SIAM J. Control and Optim., 47 (2008), 2827.  doi: 10.1137/070695204.  Google Scholar [24] H. Ishii, Hamilton-Jacobi equations with discontinuous Hamiltonians on arbitrary open sets,, Bull. Facul. Sci. & Eng., 28 (1985), 33.   Google Scholar [25] P. L. Lions and B. Perthame, Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians,, Nonlinear analysis, 11 (1987), 613.   Google Scholar [26] B. M. Miller, Optimization of dynamic systems with a generalized control,, Automation and Remote Control, 50 (1989).   Google Scholar [27] A. Monteillet, Convergence of approximation schemes for nonolocal front propagation equations,, Mathematics of Computation, 79 (2010), 125.  doi: 10.1090/S0025-5718-09-02270-4.  Google Scholar [28] D. Nunziante, Uniqueness of viscosity solutions of fully nonlinear second order parabolic equations with discontinuous time dependence,, Differential Integral Equations, 3 (1990), 77.   Google Scholar [29] D. Nunziante, Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence,, Nonlinear Anal., 18 (1992), 1033.  doi: 10.1016/0362-546X(92)90194-J.  Google Scholar [30] J.-P. Raymond, Optimal control problems in spaces of functions of bounded variation,, Differential Integral Equations, 10 (1997), 105.   Google Scholar [31] A. V. Sarychev, Nonlinear systems with impulsive and generalised functions controls,, Proc. Conf. on NONlinear Synthesis, (1989).   Google Scholar [32] H. J. Sussmann, On the gap between deterministic and stochastic ordinary differential equations,, Ann. of Probability, 6 (1978), 17.  doi: 10.1214/aop/1176995608.  Google Scholar

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##### References:
 [1] A. Arutyunov, V. Dykhta and L. Lobo Pereira, Necessary conditions for impulsive nonlinear optimal control problems without a priori normality assumptions,, Journal of Optimization Theory and applications, 124 (2005), 55.  doi: 10.1007/s10957-004-6465-x.  Google Scholar [2] M. Bardi and I. Capuzzo-Dolcetta, "Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations,", Systems and Control: Foundations and Applications, (1997).   Google Scholar [3] G. Barles, "Solutions de viscosité des équations de Hamilton-Jacobi,", Math\'ematiques et Applications, (1994).   Google Scholar [4] G. Barles, A new stability result for viscosity solutions of nonlinear parabolic equations with weak convergence in time,, C.R. Acad. Sci. Paris, 343 (2006), 173.   Google Scholar [5] G. Barles and P. E. Souganidis, Convergence of approximation schemes for fully nonlinear second order equations,, Asymptotic Analysis, 4 (1991), 271.   Google Scholar [6] E. N. Barron, Viscosity solutions and analysis in $L^\infty$,, Nonlinear analysis, (1998), 1.   Google Scholar [7] E. N. Barron and R. Jensen, Semicontinuous viscosity solutions for Hamilton-Jacobi equations with convex Hamiltonians,, Comm. Partial Differential Equations, 15 (1990), 1713.  doi: 10.1080/03605309908820745.  Google Scholar [8] J. Baumeister, On optimal control of a fishery,, In, (2001).   Google Scholar [9] O. Bokanowski, E. Cristiani, J. Laurent-Varin and H. Zidani, Hamilton-Jacobi-Bellman approach for the climbing problem,, preprint submitted (http://hal.archives-ouvertes.fr/hal-00537649/fr/)., ().   Google Scholar [10] A. Bressan, On differential systems with impulsive controls,, Rend. Sem. Mat. Univ. Padova, 78 (1987), 227.   Google Scholar [11] A. Bressan and F. Rampazzo, On differential systems with vector-valued impulsive controls,, Boll. Un. Mat. Ital., 7 (1988), 641.   Google Scholar [12] A. Bressan and F. Rampazzo, Impulsive control-systems with commutativity assumptions,, Journal of Optimization Theory and Applications, 71 (1991), 67.  doi: 10.1007/BF00940040.  Google Scholar [13] A. Bressan and F. Rampazzo, Impulsive control-systems without commutativity assumptions,, Journal of Optimization Theory and Applications, 81 (1994), 435.  doi: 10.1007/BF02193094.  Google Scholar [14] A. Briani, A Hamilton-Jacobi equation with measures arising in $\Gamma$-convergence of optimal control problems,, Differential and Integral Equations, 12 (1999), 849.   Google Scholar [15] A. Briani and F. Rampazzo, A density approach to Hamilton-Jacobi equations with t-measurable Hamiltonians,, NoDEA-Nonlinear Differential Equations and Applications, 21 (2005), 71.   Google Scholar [16] B. Brogliato, "Nonsmooth Impact Mechanics: Models, Dynamics and Control," volume 220 of Lecture Notes in Control and Information Sciences,, Springer Verlag, (1996).   Google Scholar [17] C. Clark, F. Clarke and G. Munro, The optimal exploitation of renewable stocks,, Econometrica, 47 (1979), 25.  doi: 10.2307/1912344.  Google Scholar [18] G. Dal Maso and F. Rampazzo, On systems of ordinary differential equations with measures as controls,, Differential and Integral Equations, 4 (1991), 738.   Google Scholar [19] V. Dykhta and O. N. Samsonyuk, "Optimal Impulse Control with Applications,", Nauka, (1991).   Google Scholar [20] H. Frankowska, Lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations,, SIAM Journal on Control and Optimization, 31 (1993), 257.  doi: 10.1137/0331016.  Google Scholar [21] H. Frankowska and S. Plaskacz, A measurable upper semicontinuous viability theorem for tubes,, J. of Nonlinear Analysis, 26 (1996), 565.  doi: 10.1016/0362-546X(94)00299-W.  Google Scholar [22] H. Frankowska, S. Plaskacz and T. Rzeuchowski, Measurable viability theorems and Hamilton-Jacobi-Bellman equation,, J. Diff. Eqs, 116 (1995), 265.  doi: 10.1006/jdeq.1995.1036.  Google Scholar [23] P. Gajardo, C. Ramírez and A. Rappaport, Minimal time sequential batch reactors with bounded and impulse controls for one or more species,, SIAM J. Control and Optim., 47 (2008), 2827.  doi: 10.1137/070695204.  Google Scholar [24] H. Ishii, Hamilton-Jacobi equations with discontinuous Hamiltonians on arbitrary open sets,, Bull. Facul. Sci. & Eng., 28 (1985), 33.   Google Scholar [25] P. L. Lions and B. Perthame, Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians,, Nonlinear analysis, 11 (1987), 613.   Google Scholar [26] B. M. Miller, Optimization of dynamic systems with a generalized control,, Automation and Remote Control, 50 (1989).   Google Scholar [27] A. Monteillet, Convergence of approximation schemes for nonolocal front propagation equations,, Mathematics of Computation, 79 (2010), 125.  doi: 10.1090/S0025-5718-09-02270-4.  Google Scholar [28] D. Nunziante, Uniqueness of viscosity solutions of fully nonlinear second order parabolic equations with discontinuous time dependence,, Differential Integral Equations, 3 (1990), 77.   Google Scholar [29] D. Nunziante, Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence,, Nonlinear Anal., 18 (1992), 1033.  doi: 10.1016/0362-546X(92)90194-J.  Google Scholar [30] J.-P. Raymond, Optimal control problems in spaces of functions of bounded variation,, Differential Integral Equations, 10 (1997), 105.   Google Scholar [31] A. V. Sarychev, Nonlinear systems with impulsive and generalised functions controls,, Proc. Conf. on NONlinear Synthesis, (1989).   Google Scholar [32] H. J. Sussmann, On the gap between deterministic and stochastic ordinary differential equations,, Ann. of Probability, 6 (1978), 17.  doi: 10.1214/aop/1176995608.  Google Scholar
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