We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter ". We study the asymptotics, as " goes to 0, of the corresponding value functions, and show convergence, in the sense of weak semilimits, to sub and supersolution of a suitable limit equation containing the eective Hamiltonian. The novelty of our contribution is that no compactness condition are assumed on the fast variable. This generalization requires, in order to perform the asymptotic procedure, an accurate qualitative analysis of some auxiliary equations posed on the space of fast variable. The task is accomplished using some tools of Weak KAM theory, and in particular the notion of Aubry set.

Singularly perturbed control systems with noncompact fast variable / Nguyen, Thuong; Siconolfi, Antonio. - In: JOURNAL OF DIFFERENTIAL EQUATIONS. - ISSN 0022-0396. - STAMPA. - (2016), pp. 4593-4630. [10.1016/j.jde.2016.07.005]

Singularly perturbed control systems with noncompact fast variable

SICONOLFI, Antonio
2016

Abstract

We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter ". We study the asymptotics, as " goes to 0, of the corresponding value functions, and show convergence, in the sense of weak semilimits, to sub and supersolution of a suitable limit equation containing the eective Hamiltonian. The novelty of our contribution is that no compactness condition are assumed on the fast variable. This generalization requires, in order to perform the asymptotic procedure, an accurate qualitative analysis of some auxiliary equations posed on the space of fast variable. The task is accomplished using some tools of Weak KAM theory, and in particular the notion of Aubry set.
2016
optimal control; singular perturbation; viscosity solutions; Hamilton{Jacobi{Bellman equations
01 Pubblicazione su rivista::01a Articolo in rivista
Singularly perturbed control systems with noncompact fast variable / Nguyen, Thuong; Siconolfi, Antonio. - In: JOURNAL OF DIFFERENTIAL EQUATIONS. - ISSN 0022-0396. - STAMPA. - (2016), pp. 4593-4630. [10.1016/j.jde.2016.07.005]
File allegati a questo prodotto
File Dimensione Formato  
Nguyen_Singularly-perturbed_2016.pdf

accesso aperto

Tipologia: Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza: Creative commons
Dimensione 457.57 kB
Formato Adobe PDF
457.57 kB Adobe PDF

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/872858
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 1
social impact