Global optimality conditions for a dynamic blocking problem

Alberto Bressan; Tao Wang

ESAIM: Control, Optimisation and Calculus of Variations (2012)

  • Volume: 18, Issue: 1, page 124-156
  • ISSN: 1292-8119

Abstract

top
The paper is concerned with a class of optimal blocking problems in the plane. We consider a time dependent set R(t) ⊂ ℝ2, described as the reachable set for a differential inclusion. To restrict its growth, a barrier Γ can be constructed, in real time. This is a one-dimensional rectifiable set which blocks the trajectories of the differential inclusion. In this paper we introduce a definition of “regular strategy”, based on a careful classification of blocking arcs. Moreover, we derive local and global necessary conditions for an optimal strategy, which minimizes the total value of the burned region plus the cost of constructing the barrier. We show that a Lagrange multiplier, corresponding to the constraint on the construction speed, can be interpreted as the “instantaneous value of time”. This value, which we compute by two separate formulas, remains constant when free arcs are constructed and is monotone decreasing otherwise.

How to cite

top

Bressan, Alberto, and Wang, Tao. "Global optimality conditions for a dynamic blocking problem." ESAIM: Control, Optimisation and Calculus of Variations 18.1 (2012): 124-156. <http://eudml.org/doc/272873>.

@article{Bressan2012,
abstract = {The paper is concerned with a class of optimal blocking problems in the plane. We consider a time dependent set R(t) ⊂ ℝ2, described as the reachable set for a differential inclusion. To restrict its growth, a barrier Γ can be constructed, in real time. This is a one-dimensional rectifiable set which blocks the trajectories of the differential inclusion. In this paper we introduce a definition of “regular strategy”, based on a careful classification of blocking arcs. Moreover, we derive local and global necessary conditions for an optimal strategy, which minimizes the total value of the burned region plus the cost of constructing the barrier. We show that a Lagrange multiplier, corresponding to the constraint on the construction speed, can be interpreted as the “instantaneous value of time”. This value, which we compute by two separate formulas, remains constant when free arcs are constructed and is monotone decreasing otherwise.},
author = {Bressan, Alberto, Wang, Tao},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {dynamic blocking problem; optimality conditions; differential inclusion with obstacles},
language = {eng},
number = {1},
pages = {124-156},
publisher = {EDP-Sciences},
title = {Global optimality conditions for a dynamic blocking problem},
url = {http://eudml.org/doc/272873},
volume = {18},
year = {2012},
}

TY - JOUR
AU - Bressan, Alberto
AU - Wang, Tao
TI - Global optimality conditions for a dynamic blocking problem
JO - ESAIM: Control, Optimisation and Calculus of Variations
PY - 2012
PB - EDP-Sciences
VL - 18
IS - 1
SP - 124
EP - 156
AB - The paper is concerned with a class of optimal blocking problems in the plane. We consider a time dependent set R(t) ⊂ ℝ2, described as the reachable set for a differential inclusion. To restrict its growth, a barrier Γ can be constructed, in real time. This is a one-dimensional rectifiable set which blocks the trajectories of the differential inclusion. In this paper we introduce a definition of “regular strategy”, based on a careful classification of blocking arcs. Moreover, we derive local and global necessary conditions for an optimal strategy, which minimizes the total value of the burned region plus the cost of constructing the barrier. We show that a Lagrange multiplier, corresponding to the constraint on the construction speed, can be interpreted as the “instantaneous value of time”. This value, which we compute by two separate formulas, remains constant when free arcs are constructed and is monotone decreasing otherwise.
LA - eng
KW - dynamic blocking problem; optimality conditions; differential inclusion with obstacles
UR - http://eudml.org/doc/272873
ER -

References

top
  1. [1] J.P. Aubin and A. Cellina, Differential inclusions. Springer-Verlag, Berlin (1984). Zbl0538.34007MR755330
  2. [2] M. Bardi and I. Capuzzo-Dolcetta, Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations. Birkhäuser, Boston (1997). Zbl0890.49011MR1484411
  3. [3] V.G. Boltyanskii, Sufficient conditions for optimality and the justification of the dynamic programming principle. SIAM J. Control Optim.4 (1966) 326–361. Zbl0143.32004MR197205
  4. [4] A. Bressan, Differential inclusions and the control of forest fires. J. Differ. Equ.243 (2007) 179–207. Zbl1138.34002MR2371785
  5. [5] A. Bressan and C. De Lellis, Existence of optimal strategies for a fire confinement problem. Comm. Pure Appl. Math.62 (2009) 789–830. Zbl1198.92045MR2512612
  6. [6] A. Bressan and Y. Hong, Optimal control problems on stratified domains. NHM2 (2007) 313–331. Zbl1123.49028MR2291823
  7. [7] A. Bressan and B. Piccoli, Introduction to the Mathematical Theory of Control, AIMS Series in Applied Mathematics 2. AIMS, Springfield Mo. (2007). Zbl1127.93002MR2347697
  8. [8] A. Bressan and T. Wang, The minimum speed for a blocking problem on the half plane. J. Math. Anal. Appl.356 (2009) 133–144. Zbl1162.92041MR2524220
  9. [9] A. Bressan and T. Wang, Equivalent formulation and numerical analysis of a fire confinement problem. ESAIM : COCV 16 (2010) 974–1001. Zbl1218.49048MR2744158
  10. [10] A. Bressan, M. Burago, A. Friend and J. Jou, Blocking strategies for a fire control problem. Analysis and Applications6 (2008) 229–246. Zbl1160.49043MR2429358
  11. [11] P. Brunovský, Every normal linear system has a regular time-optimal synthesis. Math. Slovaca28 (1978) 81–100. Zbl0369.49013MR527776
  12. [12] F.H. Clarke, Optimization and Nonsmooth Analysis. Second edition, SIAM, Philadelphia (1990). Zbl0696.49002MR1058436
  13. [13] W.H. Fleming and R.W. Rishel, Deterministic and Stochastic Optimal Control. Springer-Verlag, New York (1975). Zbl0323.49001MR454768
  14. [14] A.D. Ioffe and V.M. Tihomirov, Theory of Extremal Problems. North-Holland, New York (1974) 233–235. Zbl0407.90051MR410502
  15. [15] R. Vinter, Optimal Control. Birkhäuser, Boston (2000). Zbl1215.49002MR2662630

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.