English

Rotational controls and uniqueness of constrained viscosity solutions of Hamilton-Jacobi PDE

Optimization and Control 2021-10-27 v2

Abstract

The classical inward pointing condition (IPC) for a control system whose state xx is constrained in the closure C:=ΩˉC:=\bar\Omega of an open set Ω\Omega prescribes that at each point of the boundary xΩx\in \partial \Omega the intersection between the dynamics and the interior of the tangent space of Ωˉ\bar \Omega at xx is nonempty. Under this hypothesis, for every system trajectory x(.)x(.) on a time-interval [0,T][0,T], possibly violating the constraint, one can construct a new system trajectory x^(.)\hat x(.) that satisfies the constraint and whose distance from x(.)x(.) is bounded by a quantity proportional to the maximal deviation d:=dist(Ω,x([0,T]))d:=\mathrm{dist}(\Omega,x([0,T])). When (IPC) is violated, the construction of such a constrained trajectory is not possible in general. However, for a control system of the form x˙=f1(x)u1+f2(x)u2\dot{x}=f_1(x)u_1+f_2(x)u_2, we prove in this paper that a "higher order" inward pointing condition involving Lie brackets of the dynamics' vector fields allows for a novel construction of a constrained trajectory x^(.)\hat x(.) whose distance from the reference trajectory x(.)x(.) is bounded by a quantity proportional to d\sqrt{d}. Our method requires a further assumption of non-positiveness of a sort of curvature and is based on the implementation of a suitable "rotating" control strategy. As an application, we establish the continuity up to the boundary of the value function VV of a classical optimal control problem, a continuity that allows to regard VV as the unique constrained viscosity solution of the corresponding Bellman equation.

Keywords

Cite

@article{arxiv.2110.08530,
  title  = {Rotational controls and uniqueness of constrained viscosity solutions of Hamilton-Jacobi PDE},
  author = {Giovanni Colombo and Nathalie T. Khalil and Franco Rampazzo},
  journal= {arXiv preprint arXiv:2110.08530},
  year   = {2021}
}

Comments

25 pages