Title
On the value function of one-dimensional optimal control problems with junctions
Abstract
We first study a one-dimensional optimal control problem with two controlled different dynamics in two half-lines. This may represent a two-edges node of a network on which we are controlling an evolution with different dynamics on different edges. By the point of view of the dynamic programming, and of the corresponding Hamilton-Jacobi-Bellman equation, the discontinuity of the dynamics at the node is in general a big mathematical problem. We introduce an approximation given by the use of a switching rule of the so-called delayed-relay type, and we study the passage to the limit when the parameter of the approximation goes to zero. Then we apply the same procedure to the case of a junction of three half-lines at one point (a three-edges node of a network).
Year
Venue
Keywords
2014
2014 7th International Conference on NETwork Games, COntrol and OPtimization (NetGCoop)
value function,one-dimensional optimal control problems,half-lines,two-edges node,dynamic programming,Hamilton-Jacobi-Bellman equation,mathematical problem,delayed-relay type
Field
DocType
ISBN
Network on,Dynamic programming,Applied mathematics,Mathematical optimization,Optimal control,Discontinuity (linguistics),Bellman equation,Mathematics,Mathematical problem
Conference
978-1-5090-3958-6
Citations 
PageRank 
References 
0
0.34
1
Authors
1
Name
Order
Citations
PageRank
Fabio Bagagiolo1313.88