Abstract
Quasi-variational inequalities are used to present an unified model of hybrid control, including most of the known cases with complete information. Dynamic programming and viscosity solutions are the main tools used in this approach. Autonomous and controlled jumps/switching are modeled, with or without time-delay. Under suitable conditions existence and continuous dependency on the data are proved for the trajectories. Next a characterization of the value function is given.
| Original language | English |
|---|---|
| Pages (from-to) | 395-442 |
| Journal | Dynamics of Continuous, Discrete and Impulsive Systems Series B: Application and Algorithm |
| Volume | 3 |
| Issue number | 4 |
| Publication status | Published - Dec 1997 |
| Externally published | Yes |
Research Keywords
- Differential automaton
- Dynamic programming
- Hybrid systems
- Impulse control
- Optimal control
- Quasi-variational inequalities
- Stochastic control
- Switching problems
- Viscosity solutions
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