In this paper, we propose a new method for ensuring formally that a controlled trajectory stay inside a given safety set S for a given duration T. Using a finite gridding X of S, we first synthesize, for a subset of initial nodes x of X , an admissible control for which the Euler-based approximate trajectories lie in S at t @math [0,T]. We then give sufficient conditions which ensure that the exact trajectories, under the same control, also lie in S for t @math [0,T], when starting at initial points 'close' to nodes x. The statement of such conditions relies on results giving estimates of the deviation of Euler-based approximate trajectories, using one-sided Lipschitz constants. We illustrate the interest of the method on several examples, including a stochastic one.
We distinguish between works dealing with problem P1 and those dealing with P2. Problem P1: In many papers of the literature on SL methods with state constraints (see, e.g., @cite_22 ), the authors enforce the trajectory system to stay in @math by introducing a (somehow artificial) penalization'' term in the cost function @math , making the cost of crossing the boundary of @math prohibitive (cf. @cite_3 ). In order to guarantee the result of convergence of @math to @math , they also often make a restrictive assumption of controllability''. Note however that, in works like @cite_0 @cite_18 @cite_15 , no controllability assumption is made.
@cite_18 @cite_22 @cite_3 @cite_0 @cite_15
1964345118 2014405238 2113108728 2056616297
We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backward-reachability sets. This approach leads to a characterization via a Hamilton-Jacobi equation, without assuming any controllability assumption. We also treat the case of time-dependent state constraints, as well as a target problem for a two-player game with state constraints. Our method gives a good framework for numerical approximations, and some numerical illustrations are included in the paper. We study a class of semi-Lagrangian schemes which can be interpreted as a discrete version of the Hopf-Lax-Oleinik representation formula for the exact viscosity solution of first order evolutive Hamilton-Jacobi equations. That interpretation shows that the scheme is potentially accurate to any prescribed order. We discuss how the method can be implemented for convex and coercive Hamiltonians with a particular structure and how this method can be coupled with a discrete Legendre trasform. We also show that in one dimension, the first-order semi-Lagrangian scheme coincides with the integration of the Godunov scheme for the corresponding conservation laws. Several test illustrate the main features of semi-Lagrangian schemes for evolutive Hamilton-Jacobi equations. The paper deals with deterministic optimal control problem with state constraints and non-linear dynamics. It is known for such a problem that the value function is in general discontinuous and its characterization by means of an HJ equation requires some controllability assumptions involving the dynamics and the set of state constraints. Here, we first adopt the viability point of view and look at the value function as its epigraph. Then, we prove that this epigraph can always be described by an auxiliary optimal control problem free of state constraints, and for which the value function is Lipschitz continuous and can be characterized, without any additional assumption, as the unique viscosity solution of a Hamilton-Jacobi equation. The idea introduced in this paper bypass the regularity issues on the value function of the constrained control problem and leads to a constructive way to compute its epigraph by a large panel of numerical schemes. Our approach can be extended to more general control problems. We study in this paper the extension to the infinite horizon problem as well as for the two-player game setting. Finally, an illustrative numerical example is given to show the relevance of the approach. We prove the existence of a value for pursuit games with state constraints. We also prove that this value is lower semicontinuous.