[PDF][PDF] Asymptotic analysis for Hamilton-Jacobi equations associated with sub-Riemannian control systems

P Cannarsa, C Mendico - Preprint at http://arxiv. org/abs …, 2020 - researchgate.net
P Cannarsa, C Mendico
Preprint at http://arxiv. org/abs/2012.09099, 2020researchgate.net
The goal of this paper is to study the long-time average behavior of the value function of
optimal control problems with dynamics associated with a family of vector fields satisfying
the Lie Algebra rank condition (Hörmander condition). For such problems the Hamiltonian
fails to be coervice in the momentum variable. Nevertheless, by a dynamical approach we
prove the existence of a unique critical constant for which the ergodic Hamilton-Jacobi
equation admits solutions. Then, we use such a constant to obtain the limit profile of the …
Abstract
The goal of this paper is to study the long-time average behavior of the value function of optimal control problems with dynamics associated with a family of vector fields satisfying the Lie Algebra rank condition (Hörmander condition). For such problems the Hamiltonian fails to be coervice in the momentum variable. Nevertheless, by a dynamical approach we prove the existence of a unique critical constant for which the ergodic Hamilton-Jacobi equation admits solutions. Then, we use such a constant to obtain the limit profile of the Cauchy problem as the time horizon goes to infinity.
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