Analysis of optimal control problems for hybrid systems with one state variable

Authors
Publication date 2020
Journal SIAM Journal on Control and Optimization
Volume | Issue number 58 | 6
Pages (from-to) 3262-3292
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
  • Faculty of Economics and Business (FEB)
Abstract
We study a class of discounted autonomous infinite horizon optimal control problems where the state dynamics may undergo discontinuous changes when the state crosses from one region of the state space to another. Assuming the state and control space are one-dimensional, we provide structural results of the candidate optimal solutions. In particular, we show that candidate optimal state trajectories are monotonic. Further, we prove a theorem on absence of limit cycles, generalizing the Bendixson criterion to a hybrid context. Using these results, we derive necessary and sufficient conditions for the existence of tipping points for this class of problems. A tipping point is an initial condition starting from which there exist multiple candidate optimal solutions with different qualitative behaviors. Next, we specialize these results for piecewise linear quadratic models to obtain an analytic characterization of tipping points in terms of the model parameters.
Document type Article
Language English
Published at https://doi.org/10.1137/19M1272779
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