This paper proposes a optimal control problem for a general nonlinear systems with finitely many admissible control settings and with costs assigned to switching of controls. With dynamic programming and viscosity sol...This paper proposes a optimal control problem for a general nonlinear systems with finitely many admissible control settings and with costs assigned to switching of controls. With dynamic programming and viscosity solution theory we show that the switching lower-value function is a viscosity solution of the appropriate systems of quasi-variational inequalities（the appropriate generalization of the Hamilton-Jacobi equation in this context） and that the minimal such switching-storage function is equal to the continuous switching lower-value for the game. With the lower value function a optimal switching control is designed for minimizing the cost of running the systems.展开更多
基金Supported by the SRFEB of Henan Province(2003110002)
文摘This paper proposes a optimal control problem for a general nonlinear systems with finitely many admissible control settings and with costs assigned to switching of controls. With dynamic programming and viscosity solution theory we show that the switching lower-value function is a viscosity solution of the appropriate systems of quasi-variational inequalities（the appropriate generalization of the Hamilton-Jacobi equation in this context） and that the minimal such switching-storage function is equal to the continuous switching lower-value for the game. With the lower value function a optimal switching control is designed for minimizing the cost of running the systems.
