Hybrid control systems and viscosity solutions

Abstract

We investigate a model of hybrid control system in which both discrete and continuous controls are involved. In this general model, 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 A or a controlled jump set C where the controller can choose to jump or not. At each jump, the trajectory can move to a different Euclidean space. We prove the continuity of the associated value function V with respect to the initial point. Using the dynamic programming principle satisfied by V, we derive a quasi-variational inequality satisfied by V in the viscosity sense. We characterize the value function V as the unique viscosity solution of the quasi-variational inequality by the comparison principle method.