Displaying similar documents to “Viscosity solutions associated with impulse control problems for piecewise-deterministic processes.”

Unbounded viscosity solutions of hybrid control systems

Guy Barles, Sheetal Dharmatti, Mythily Ramaswamy (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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We study a hybrid control system in which both discrete and continuous controls are involved. The discrete controls act on the system at a given set interface. The state of the system is changed discontinuously when the trajectory hits predefined sets, namely, an autonomous jump set or a controlled jump set where controller can choose to jump or not. At each jump, trajectory can move to a different Euclidean space. We allow the cost functionals to be unbounded with certain growth...