Estimates on trajectories in a closed set with corners for (t,x) dependent data
File(s)ENFT Sept 13.pdf (385.34 KB)
Accepted version
Author(s)
Bettiol, P
Vinter, RB
Type
Journal Article
Abstract
Estimates on the distance of a given process from the set of processes that satisfy a specified state constraint in terms of the state constraint violation are important analytical tools in state constrained optimal control theory; they have been employed to ensure the validity of the Maximum Principle in normal form, to establish regularity properties of the value function, to justify interpreting the value function as a unique solution of the Hamilton-Jacobi equation, and for other purposes. A range of estimates are required, which differ according the metrics used to measure the `distance' and the modulus θ(h) of state constraint violation h in terms of which the estimates are expressed. Recent research has shown that simple linear estimates are valid when the state constraint set A has smooth boundary, but do not generalize to a setting in which the boundary of A has corners. Indeed, for a velocity set F which does not depend on (t,x) and for state constraints taking the form of the intersection of two closed spaces (the simplest case of a boundary with corners), the best distance estimates we can hope for, involving the W1,1, metric on state trajectories, is a super-linear estimate expressed in terms of the h|log(h)| modulus. But, distance estimates involving the h|log(h)| modulus are not in general valid when the velocity set F(.,x) is required merely to be continuous, while not even distance estimates involving the weaker, Hölder modulus hα (with α arbitrarily small) are in general valid, when F(.,x) is allowed to be discontinuous. This paper concerns the validity of distance estimates when the velocity set F(t,x) is (t,x)-dependent and satisfy standard hypotheses on the velocity set (linear growth, Lipschitz x-dependence and an inward pointing condition). Hypotheses are identified for the validity of distance estimates, involving both the h|log(h)| and linear moduli, within the framework of control systems described by a controlled differential equation and state constraint sets having a functional inequality representation.
Date Issued
2013-09-30
Date Acceptance
2013-02-28
Citation
Mathematical Control and Related Fields, 2013, 3 (3), pp.245-267
ISSN
2156-8472
Publisher
American Institute of Mathematical Sciences
Start Page
245
End Page
267
Journal / Book Title
Mathematical Control and Related Fields
Volume
3
Issue
3
Copyright Statement
© 2013 American Institute of Mathematical Sciences
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/G066477/1
Subjects
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
Control Systems
State Constraints
Optimal Control
CONSTRAINED OPTIMAL-CONTROL
STATE CONSTRAINTS
EXISTENCE
PRINCIPLE
Publication Status
Published