Section: New Results

Hamilton-Jacobi approach

• The work [19] , co-authored with C. Imbert (LAMA, U. Paris-Est) and R. Monneau (Cermics, ENPC), focuses on a Hamilton-Jacobi approach to junction problems with applications to traffic flows. More specifically, the paper is concerned with the study of a model case of

  first order Hamilton-Jacobi equations posed on a junction, that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison principle. We also prove existence and stability of solutions. The two challenging difficulties are the singular geometry of the domain and the discontinuity of the Hamiltonian. As far as discontinuous Hamiltonians are concerned, these results seem to be new. They are applied to the study of some models arising in traffic flows. The techniques developed here provide new powerful tools for the analysis of such problems.

• This work deals with deterministic control problems where the dynamic can be completely different in multi-complementary domains of the space ${IR}^d$. As a consequence, the dynamics present discontinuities at the interfaces of these domains. This leads to a complex interplay that has to be analyzed among transmission conditions to "glue" the propagation of the value function on the interfaces. Several questions arise: how to define properly the value function and what is the right Bellman Equation associated to this problem?. In the case of finite horizon problems without runing cost, a jonction condition is derived on the interfaces, and a precise viscosity notion is provided in a paper in progress. Moreover, a uniqueness result of a viscosity solution is shown.

This work [10] , co-authored with Albert Altarovici, deals with deterministic optimal control problem with state constraints and nonlinear 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 assumptions, as the unique viscosity solution of a Hamilton-Jacobi equation. The idea introduced in this paper bypasses 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.

The research report [35] presents a study on optimal control problems governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption

The study in [36] aims at characterizing a reachable set of a hybrid dynamical system with a lag constraint in the switch control. The setting does not consider any controllability assumptions and uses a level-set approach. The approach consists in the introduction of an adequate hybrid optimal control problem with lag constraints on the switch control whose value function allows a characterization of the reachable set. The value function is in turn characterized by a system of quasi-variational inequalities (SQVI). We prove a comparison principle for the SQVI which shows uniqueness of its solution. A class of numerical finite differences schemes for solving the system of inequalities is proposed and the convergence of the numerical solution towards the value function is studied using the comparison principle. Some numerical examples illustrating the method are presented. Our study is motivated by an industrial application, namely, that of range extender electric vehicles. This class of electric vehicles uses an additional module the range extender as an extra source of energy in addition to its main source a high voltage battery. The methodolgy presented in [36] is used to establish the maximum range of a Hybrid vehicle, see [22] .