Strong Solutions of Optimal Control Problems

distance & homotopy
Generalized Gradient Flow of the Distance

Function and Homotopic Equivalence
Piermarco Cannarsa
University of Rome “Tor Vergata”
SADCO SUMMER SCHOOL – OPTIMAL CONTROL

Imperial College, London 5th – 9th September 2011
distance & homotopy
a quote
from the 1988 report of the panel on

Future Directions in Control Theory: A Mathematical Perspective
chaired by Wendell H. Fleming:
The mathematics of control theory exhibits a wide variety of

techniques that go beyond those associated with traditional applied
mathematics
distance & homotopy
Outline
Outline
Optimal control, HJB equations, and semiconcave functions
Generalized differentials and singular sets of semiconcave

functions
Propagation of singularities and homotopy equivalence

invariance of singular set for euclidean gradient flow
invariance of singular set for riemannian gradient flow
Concluding remarks
distance & homotopy
Outline
Outline

functions

Concluding remarks
distance & homotopy
Outline
Outline

functions

Concluding remarks
distance & homotopy
Outline
Outline

functions

Concluding remarks
distance & homotopy
optimal control & semiconcave functions
a time optimal control problem

Ω ⊂ RN bounded open domain x ∈ Ω
(
ẏ(t) = F (y (t))α(t) s ≥ 0
yα (·, x)
y(0) = x
with
I F (x) ∈ RN×N smooth det F (x) 6= 0 ∀x ∈ Ω
I α(t) ∈ B 1 control
minimum time function (to attain ∂Ω)

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
distance & homotopy

(
ẏ(t) = F (y (t))α(t) s ≥ 0
yα (·, x)
y(0) = x
with

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
distance & homotopy

(
ẏ(t) = F (y (t))α(t) s ≥ 0
yα (·, x)
y(0) = x
with

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
distance & homotopy
related Hamilton-Jacobi-Bellman equation

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
I unique viscosity solution

(
H(x, Du) − 1 = 0 in Ω
u(x) = 0 on ∂Ω
with hamiltonian H(x, p) = hF (x)F ∗ (x)p, pi

I Lipschitz continuous in Ω (Petrov’s condition satisfied)
I locally semiconcave in Ω
semiconcave in Ω under exterior sphere condition
distance & homotopy
related Hamilton-Jacobi-Bellman equation

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
I unique viscosity solution

(
H(x, Du) − 1 = 0 in Ω
u(x) = 0 on ∂Ω
with hamiltonian H(x, p) = hF (x)F ∗ (x)p, pi

I Lipschitz continuous in Ω (Petrov’s condition satisfied)
I locally semiconcave in Ω
semiconcave in Ω under exterior sphere condition
distance & homotopy
semiconcave functions
u:Ω→R (linearly) semiconcave with constant K > 0
iff
any of the following holds
I I u continuous
I for all x, h ∈ RN such that [x − h, x + h] ⊂ Ω
u(x + h) + u(x − h) − 2u(x) 6 K |h|2
I for all x, y such that [x, y ] ⊂ Ω and all λ ∈ [0, 1]

K
λ(1 − λ) |x − y|2

λu(x) + (1 − λ)u(y) − u λx + (1 − λ)y 6
2
K 2
I the function x → u(x) − |x| is concave in Ω
2
distance & homotopy
iff
I I u continuous
u(x + h) + u(x − h) − 2u(x) 6 K |h|2

K
λ(1 − λ) |x − y|2

λu(x) + (1 − λ)u(y) − u λx + (1 − λ)y 6
2
K 2
2
distance & homotopy
iff
I I u continuous
u(x + h) + u(x − h) − 2u(x) 6 K |h|2

K
λ(1 − λ) |x − y|2

λu(x) + (1 − λ)u(y ) − u λx + (1 − λ)y 6
2
K 2
2
distance & homotopy
iff
I I u continuous
u(x + h) + u(x − h) − 2u(x) 6 K |h|2

K
λ(1 − λ) |x − y|2

λu(x) + (1 − λ)u(y ) − u λx + (1 − λ)y 6
2
K 2
2
distance & homotopy
iff
I I u continuous
u(x + h) + u(x − h) − 2u(x) 6 K |h|2

K
λ(1 − λ) |x − y|2

λu(x) + (1 − λ)u(y ) − u λx + (1 − λ)y 6
2
K 2
2
distance & homotopy
references on semiconcave functions

I uniqueness for pdes
Kruzhkov (1960), Douglis (1961), Krylov (1987)
I control theory
Hrustalev (1978), C – Soner (1987), C – Frankowska (1991),
Fleming – McEneaney (2000), Rifford (2000, 2002)
I nonsmooth and variational analysis
Rockafellar (1982)
Colombo – Marigonda (2006), Colombo – Nguyen (2010)
I differential geometry
Perelman (1995), Petrunin (2007)
I comprehensive expositions
C – Sinestrari (Birkhäuser, 2004), Villani (Springer, 2009)
distance & homotopy
generalized differentials & singular sets
generalized differentials of semiconcave functions
u : Ω → R semiconcave x ∈Ω
I reachable gradients
n o
D ∗ u(x) = lim Du(xi ) xi → x (6= ∅ compact)

i→∞
D + u(x) = co D ∗ u(x) superdifferential

I

⇒ D + u(x) = ∂u(x) Clarke’s generalized differential
I D + u(x) = {p} iff u differentiable Du(x) = p

I D ∗ u(x) ⊂ ∂D + u(x)
distance & homotopy
generalized differentials of semiconcave functions
u : Ω → R semiconcave x ∈Ω
I reachable gradients
n o
D ∗ u(x) = lim Du(xi ) xi → x (6= ∅ compact)

i→∞
D + u(x) = co D ∗ u(x) superdifferential

I

⇒ D + u(x) = ∂u(x) Clarke’s generalized differential
I D + u(x) = {p} iff u differentiable Du(x) = p

I D ∗ u(x) ⊂ ∂D + u(x)
distance & homotopy
singular sets of semiconcave functions

u : Ω → R semiconcave
I singular set
Σ(u) = {x ∈ Ω | 6 ∃Du(x)} = {x ∈ Ω | dim D + u(x) > 1}
I u ∈ Liploc (Ω) =⇒ |Σ(u)| = 0 (Lebesgue)
I κ(x) = dim D + u(x) magnitude of x
k
I Σ (u) := {x ∈ Ω | dim D + u(x) = k }
Σk (u) countably (N − k )-rectifiable
I Σ(u) = ∪N k
k=1 Σ (u) countably (N − 1)-rectifiable
I Zajı́ček (1978), Veselý (1979) linearly semiconcave
I Alberti, Ambrosio & C— (1992) general semiconcave
distance & homotopy

I singular set
k
I Σ (u) := {x ∈ Ω | dim D + u(x) = k }
I Σ(u) = ∪N k
k =1 Σ (u) countably (N − 1)-rectifiable
distance & homotopy

I singular set
k
I Σ (u) := {x ∈ Ω | dim D + u(x) = k }
I Σ(u) = ∪N k
distance & homotopy

I singular set
k
I Σ (u) := {x ∈ Ω | dim D + u(x) = k }
I Σ(u) = ∪N k
distance & homotopy

I singular set
k
I Σ (u) := {x ∈ Ω | dim D + u(x) = k }
I Σ(u) = ∪N k
distance & homotopy

I singular set
k
I Σ (u) := {x ∈ Ω | dim D + u(x) = k }
I Σ(u) = ∪N k
distance & homotopy
example
κ=1
Σ(u)
κ=2
Figure: singular set of u(x, y ) = 3 − |x| − |y |

distance & homotopy
reachable gradients and optimal trajectories

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
x ∈Ω (
D ∗ uΩ (x) ←→ {y (·) | optimal}
p 7−→ Xp (·)
where (
Ẋ = −Dp H(X , P) , X (0) = x
Xp (·)
Ṗ = Dx H(X , P) , P(0) = p
in particular
I x ∈ Σ(uΩ ) ⇐⇒ ∃ 2 time-optimal trajectories at x
distance & homotopy

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
x ∈Ω (
D ∗ uΩ (x) ←→ {y (·) | optimal}
p 7−→ Xp (·)
where (
Ẋ = −Dp H(X , P) , X (0) = x
Xp (·)
Ṗ = Dx H(X , P) , P(0) = p
in particular
distance & homotopy

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
x ∈Ω (
D ∗ uΩ (x) ←→ {y (·) | optimal}
p 7−→ Xp (·)
where (
Ẋ = −Dp H(X , P) , X (0) = x
Xp (·)
Ṗ = Dx H(X , P) , P(0) = p
in particular
distance & homotopy

uΩ (x) = inf t ≥ 0 | ∃ α(·) : yα (t, x) ∈ ∂Ω
x ∈Ω (
D ∗ uΩ (x) ←→ {y (·) | optimal}
p 7−→ Xp (·)
where (
Ẋ = −Dp H(X , P) , X (0) = x
Xp (·)
Ṗ = Dx H(X , P) , P(0) = p
in particular
distance & homotopy
singularities and homotopy
propagation of singularities for semiconcave functions
Theorem (Albano – C 1999; C – Yu 2007)

u:Ω→R semiconcave x0 ∈ Σ(u)
suppose
I 6 ∂D + u(x0 )\D ∗ u(x0 ) 3 p0
∅=
Let q ∈ RN \ {0} such that q · (p − p0 ) > 0 ∀p ∈ D + u(x0 )
Then ∃ x(·) : [0, τ ) → Σ(u) Lipschitz
I x(0) = x0 & ẋ + (0) = q
I ẋ + (·) continuous from the right
I ẋ(t) ∈ q − p0 + D + u(x(t)) a.e.
distance & homotopy

suppose
I 6 ∂D + u(x0 )\D ∗ u(x0 ) 3 p0
∅=
I x(0) = x0 & ẋ + (0) = q
I ẋ(t) ∈ q − p0 + D + u(x(t)) a.e.
distance & homotopy

suppose
I 6 ∂D + u(x0 )\D ∗ u(x0 ) 3 p0
∅=
I x(0) = x0 & ẋ + (0) = q
I ẋ(t) ∈ q − p0 + D + u(x(t)) a.e.
distance & homotopy

suppose
I 6 ∂D + u(x0 )\D ∗ u(x0 ) 3 p0
∅=
I x(0) = x0 & ẋ + (0) = q
I ẋ(t) ∈ q − p0 + D + u(x(t)) a.e.
distance & homotopy

suppose
I 6 ∂D + u(x0 )\D ∗ u(x0 ) 3 p0
∅=
I x(0) = x0 & ẋ + (0) = q
I ẋ(t) ∈ q − p0 + D + u(x(t)) a.e.
distance & homotopy

suppose
I 6 ∂D + u(x0 )\D ∗ u(x0 ) 3 p0
∅=
I x(0) = x0 & ẋ + (0) = q
I ẋ(t) ∈ q − p0 + D + u(x(t)) a.e.
distance & homotopy

suppose
I 6 ∂D + u(x0 )\D ∗ u(x0 ) 3 p0
∅=
I x(0) = x0 & ẋ + (0) = q
I ẋ(t) ∈ q − p0 + D + u(x(t)) a.e.
distance & homotopy
back to example
q p0
singular arc
Figure: the propagation principle at work

distance & homotopy
semiconcave solutions of HJB equations

u:Ω→R semiconcave H = H(x, u, p) of class C 1
H(x, u(x), Du(x)) = 0 x ∈ Ω ⊂ RN a.e.
where
I H(x, u, ·) convex ∀(x, u) ∈ Ω × R
I ∀(x, u) ∈ Ω × R , ∀c ∈ R
{p ∈ RN | H(x, u, p) = c} contains no line segment
Remark
I u viscosity solution H(x, u, Du) = 0
I H(x, u(x), p)=0 for all p ∈ D ∗ u(x)
I x ∈ Σ(u) ⇐⇒ minp∈D+ u(x) H(x, u(x), p)<0
distance & homotopy

H(x, u(x), Du(x)) = 0 x ∈ Ω ⊂ RN a.e.
where
I ∀(x, u) ∈ Ω × R , ∀c ∈ R
Remark
distance & homotopy

H(x, u(x), Du(x)) = 0 x ∈ Ω ⊂ RN a.e.
where
I ∀(x, u) ∈ Ω × R , ∀c ∈ R
Remark
distance & homotopy

H(x, u(x), Du(x)) = 0 x ∈ Ω ⊂ RN a.e.
where
I ∀(x, u) ∈ Ω × R , ∀c ∈ R
Remark
distance & homotopy

H(x, u(x), Du(x)) = 0 x ∈ Ω ⊂ RN a.e.
where
I ∀(x, u) ∈ Ω × R , ∀c ∈ R
Remark
distance & homotopy
propagation along generalized characteristics

u : Ω → R semiconcave H(x, u, Du) = 0
γ(·) : [0, τ ) → Ω generalized characteristic
γ̇(t) ∈ co Dp H(γ(t), u(γ(t)), D + u(γ(t))) for a.e t ∈ [0, τ )
Theorem
x0 ∈ Σ(u) such that / Dp H(x0 , u(x0 ), D + u(x0 ))
0∈
=⇒ ∃γ : [0, τ ) → Ω generalized characteristic with γ(0) = x0

I γ(t) ∈ Σ(u) for all t ∈ [0, τ )
I γ̇ + (0) 6= 0
references
Dafermos (1977), Albano – C (2000), C – Yu (2007)
Problem
is Σ(u) invariant for generalized characteristic flow ?
distance & homotopy

Theorem
0∈

I γ(t) ∈ Σ(u) for all t ∈ [0, τ )
I γ̇ + (0) 6= 0
references
Problem
distance & homotopy

Theorem
0∈

I γ(t) ∈ Σ(u) for all t ∈ [0, τ )
I γ̇ + (0) 6= 0
references
Problem
distance & homotopy

Theorem
0∈

I γ(t) ∈ Σ(u) for all t ∈ [0, τ )
I γ̇ + (0) 6= 0
references
Problem
distance & homotopy

Theorem
0∈

I γ(t) ∈ Σ(u) for all t ∈ [0, τ )
I γ̇ + (0) 6= 0
references
Problem
distance & homotopy

Theorem
0∈

I γ(t) ∈ Σ(u) for all t ∈ [0, τ )
I γ̇ + (0) 6= 0
references
Problem
distance & homotopy

Theorem
0∈

I γ(t) ∈ Σ(u) for all t ∈ [0, τ )
I γ̇ + (0) 6= 0
references
Problem
distance & homotopy
euclidean spaces
Outline

functions

Concluding remarks
distance & homotopy
euclidean spaces
a special case: the distance function
dΩ (x) = miny∈∂Ω |x − y| x ∈Ω
I dΩ locally semiconcave in Ω
dΩ2 semiconcave with K = 2
I minimum time function F (x) ≡ I
I eikonal equation |Du|2 − 1 = 0 in Ω
I Σ(dΩ ) = {x ∈ Ω | proj∂Ω (x) multivalued} =
6 ∅
also medial axis, ridge
distance & homotopy
euclidean spaces
a special case: the distance function
dΩ (x) = miny∈∂Ω |x − y| x ∈Ω
I dΩ locally semiconcave in Ω
dΩ2 semiconcave with K = 2
I minimum time function F (x) ≡ I
I eikonal equation |Du|2 − 1 = 0 in Ω
I Σ(dΩ ) = {x ∈ Ω | proj∂Ω (x) multivalued} =
6 ∅
also medial axis, ridge
distance & homotopy
euclidean spaces
' r $
r r
@
r @r
@
@
@r Σ(dΩ ) r
Ω
@r
@
@
∇dΩ (x) 6
rr x @
r @r
dΩ (x) -
& r %
x
Figure: distance function dΩ and singular set Σ(dΩ )

distance & homotopy
euclidean spaces
properties of generalized gradient flow
1. ∀x0 ∈ Ω there exists a unique γ : [0, ∞) → Ω such that

(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x0
(uniqueness follows by semiconcavity of dΩ )

2. |γ 0 (t)| = min {|p| : p ∈ D + dΩ (γ(t))}
3. γ(t) ∈ Σ(dΩ ) ⇐⇒ |γ 0 (t)| < 1
4. x0 ∈ Σ(dΩ ) =⇒ ∃τ = τ (x0 ) > 0 : γ(t) ∈ Σ(dΩ ) , ∀t ∈ [0, τ )
distance & homotopy
euclidean spaces

(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x0

2. |γ 0 (t)| = min {|p| : p ∈ D + dΩ (γ(t))}
3. γ(t) ∈ Σ(dΩ ) ⇐⇒ |γ 0 (t)| < 1
4. x0 ∈ Σ(dΩ ) =⇒ ∃τ = τ (x0 ) > 0 : γ(t) ∈ Σ(dΩ ) , ∀t ∈ [0, τ )
distance & homotopy
euclidean spaces

(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x0

2. |γ 0 (t)| = min {|p| : p ∈ D + dΩ (γ(t))}
3. γ(t) ∈ Σ(dΩ ) ⇐⇒ |γ 0 (t)| < 1
4. x0 ∈ Σ(dΩ ) =⇒ ∃τ = τ (x0 ) > 0 : γ(t) ∈ Σ(dΩ ) , ∀t ∈ [0, τ )
distance & homotopy
euclidean spaces

(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x0

2. |γ 0 (t)| = min {|p| : p ∈ D + dΩ (γ(t))}
3. γ(t) ∈ Σ(dΩ ) ⇐⇒ |γ 0 (t)| < 1
4. x0 ∈ Σ(dΩ ) =⇒ ∃τ = τ (x0 ) > 0 : γ(t) ∈ Σ(dΩ ) , ∀t ∈ [0, τ )
distance & homotopy
euclidean spaces

(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x0

2. |γ 0 (t)| = min {|p| : p ∈ D + dΩ (γ(t))}
3. γ(t) ∈ Σ(dΩ ) ⇐⇒ |γ 0 (t)| < 1
4. x0 ∈ Σ(dΩ ) =⇒ ∃τ = τ (x0 ) > 0 : γ(t) ∈ Σ(dΩ ) , ∀t ∈ [0, τ )
distance & homotopy
euclidean spaces
invariance of singular set

Theorem (Albano, C–, Nguyen, Sinestrari)
If γ(t0 ) ∈ Σ(dΩ ) for some t0 ≥ 0, then γ(t) ∈ Σ(dΩ ) for all t ∈ [t0 , +∞)
' r $
r r
@
r @r x0
@ γ(t)
Σ(dΩ )
@r r
@@R
Ω
@
@
@
@
r @r
& %
distance & homotopy
euclidean spaces
idea of the proof
I show that speed of generalized characteristic satisfies
d 0 2 2 K
|γ (t)| ≤ |γ 0 (t)|2 − |γ 0 (t)|2 ,
dt dΩ (γ((t)) 2
where K is a semiconcavity constant for dΩ2

I since K = 2 deduce
|γ 0 (0)| < 1 =⇒ |γ 0 (t)| < 1 , ∀t ≥ 0 =⇒ γ(t) ∈ Σ(dΩ ) , ∀t ≥ 0

distance & homotopy
euclidean spaces
idea of the proof
d 0 2 2 K
|γ (t)| ≤ |γ 0 (t)|2 − |γ 0 (t)|2 ,
dt dΩ (γ((t)) 2

|γ 0 (0)| < 1 =⇒ |γ 0 (t)| < 1 , ∀t ≥ 0 =⇒ γ(t) ∈ Σ(dΩ ) , ∀t ≥ 0

distance & homotopy
euclidean spaces
idea of the proof
d 0 2 2 K
|γ (t)| ≤ |γ 0 (t)|2 − |γ 0 (t)|2 ,
dt dΩ (γ((t)) 2

|γ 0 (0)| < 1 =⇒ |γ 0 (t)| < 1 , ∀t ≥ 0 =⇒ γ(t) ∈ Σ(dΩ ) , ∀t ≥ 0

distance & homotopy
euclidean spaces
Ω and Σ(dΩ ) same homotopy?

' $
r r
@
@
@
@
@r Σ(dΩ ) r
Ω
@r
@
@
∇dΩ (x) 6
rr x @
r @r
& %
Figure: deformation retract technique

distance & homotopy
euclidean spaces
Ω and Σ(dΩ ) same homotopy?

' $
r r
@
@
@
@
@r Σ(dΩ ) r
Ω
@r
@
@
∇dΩ (x) 6
rr x @
r @r
& %
Figure: deformation retract technique

distance & homotopy
euclidean spaces
homotopy equivalence
Wolter (1993): deformation retract technique works if

I Ω ⊂ RN and ∂Ω ∈ C 2
I Ω ⊂ R2 and ∂Ω is piecewise C 2
in general
Theorem
Ω has the same homotopy type as Σ(dΩ )
I Lieutier (2004)
I easy corollary of invariance of singular set
distance & homotopy
euclidean spaces

in general
Theorem
I Lieutier (2004)
distance & homotopy
euclidean spaces

in general
Theorem
I Lieutier (2004)
distance & homotopy
euclidean spaces

in general
Theorem
I Lieutier (2004)
distance & homotopy
euclidean spaces

in general
Theorem
I Lieutier (2004)
distance & homotopy
euclidean spaces
proof
I want to construct H : Ω × [0, 1] → Ω continuous with

1. H(x, 0) = x ∀x ∈ Ω
2. H(x, 1) ∈ Σ(dΩ ) ∀x ∈ Ω
3. H(x, t) ∈ Σ(dΩ ) ∀(x, t) ∈ Σ(dΩ ) × [0, 1]
I denote generalized gradient flow by γ(t, x)
(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x
I easy ∃T > 0 : γ(T , x) ∈ Σ(dΩ ) , ∀x ∈ Ω

I take H(x, t) = γ(tT , x) (x, t) ∈ Ω × [0, 1]
distance & homotopy
euclidean spaces
proof

1. H(x, 0) = x ∀x ∈ Ω
2. H(x, 1) ∈ Σ(dΩ ) ∀x ∈ Ω
3. H(x, t) ∈ Σ(dΩ ) ∀(x, t) ∈ Σ(dΩ ) × [0, 1]
(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x
I easy ∃T > 0 : γ(T , x) ∈ Σ(dΩ ) , ∀x ∈ Ω

distance & homotopy
euclidean spaces
proof

1. H(x, 0) = x ∀x ∈ Ω
2. H(x, 1) ∈ Σ(dΩ ) ∀x ∈ Ω
3. H(x, t) ∈ Σ(dΩ ) ∀(x, t) ∈ Σ(dΩ ) × [0, 1]
(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x
I easy ∃T > 0 : γ(T , x) ∈ Σ(dΩ ) , ∀x ∈ Ω

distance & homotopy
euclidean spaces
proof

1. H(x, 0) = x ∀x ∈ Ω
2. H(x, 1) ∈ Σ(dΩ ) ∀x ∈ Ω
3. H(x, t) ∈ Σ(dΩ ) ∀(x, t) ∈ Σ(dΩ ) × [0, 1]
(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x
I easy ∃T > 0 : γ(T , x) ∈ Σ(dΩ ) , ∀x ∈ Ω

distance & homotopy
euclidean spaces
proof

1. H(x, 0) = x ∀x ∈ Ω
2. H(x, 1) ∈ Σ(dΩ ) ∀x ∈ Ω
3. H(x, t) ∈ Σ(dΩ ) ∀(x, t) ∈ Σ(dΩ ) × [0, 1]
(
γ 0 (t) ∈ D + dΩ (γ(t)) t ∈ [0, ∞) a.e.
γ(0) = x
I easy ∃T > 0 : γ(T , x) ∈ Σ(dΩ ) , ∀x ∈ Ω

distance & homotopy
euclidean spaces
back to time optimal control

( ( )
ẏ (t) ∈ F (y(t))α(t)
uΩ (x) = inf t ≥ 0 ∃ : y (t) ∈ ∂Ω

y (0) = x
I H(x, Du) − 1 = 0 with H(x, p) = hF (x)F ∗ (x) p, pi

| {z }
G−1 (x)
I uΩ , uΩ2 semiconcave in Ω
I generalized characteristics γ̇(t) ∈ G−1 (γ(t))D + uΩ (γ(t))
Problem
I Σ(uΩ ) invariant under characteristic flow ?
I Ω same homotopy type as Σ(uΩ ) ?
I uΩ2 semiconcave with K =2?
distance & homotopy
euclidean spaces

( ( )
ẏ (t) ∈ F (y(t))α(t)
uΩ (x) = inf t ≥ 0 ∃ : y (t) ∈ ∂Ω

y (0) = x

| {z }
G−1 (x)
Problem
distance & homotopy
euclidean spaces

( ( )
ẏ (t) ∈ F (y(t))α(t)
uΩ (x) = inf t ≥ 0 ∃ : y (t) ∈ ∂Ω

y (0) = x

| {z }
G−1 (x)
Problem
distance & homotopy
euclidean spaces

( ( )
ẏ (t) ∈ F (y(t))α(t)
uΩ (x) = inf t ≥ 0 ∃ : y (t) ∈ ∂Ω

y (0) = x

| {z }
G−1 (x)
Problem
distance & homotopy
riemannian manifolds
Outline

functions

Concluding remarks
distance & homotopy
the riemannian viewpoint

RN with riemannian metric gx (ξ, ζ) = hG(x)ξ, ζ, i where
G(x) = (F ∗ )−1 (x)F −1 (x)
since |v |g ≤ 1 ⇐⇒ hG(x)v , v ie ≤ 1 ⇐⇒ |F −1 (x)v |e ≤ 1
ẏ (t) ∈ F (y (t))α(t) ⇐⇒ |ẏ(t)|g ≤ 1
I uΩ ≡ dΩ riemannian distance from ∂Ω
−1 +
I characteristic flow γ̇(t) ∈ G (γ(t))D uΩ (γ(t))
coincides (local charts) with
generalized gradient flow γ̇(t) ∈ D + dΩ (γ(t))
Problem
Ω ⊂ M riemannian manifold , dΩ riemannian distance from ∂Ω
I Σ(dΩ ) invariant under generalized gradient flow ?
distance & homotopy

G(x) = (F ∗ )−1 (x)F −1 (x)
ẏ (t) ∈ F (y (t))α(t) ⇐⇒ |ẏ(t)|g ≤ 1
−1 +
Problem
distance & homotopy

G(x) = (F ∗ )−1 (x)F −1 (x)
ẏ (t) ∈ F (y (t))α(t) ⇐⇒ |ẏ(t)|g ≤ 1
−1 +
Problem
distance & homotopy

G(x) = (F ∗ )−1 (x)F −1 (x)
ẏ (t) ∈ F (y (t))α(t) ⇐⇒ |ẏ(t)|g ≤ 1
−1 +
Problem
distance & homotopy

G(x) = (F ∗ )−1 (x)F −1 (x)
ẏ (t) ∈ F (y (t))α(t) ⇐⇒ |ẏ(t)|g ≤ 1
−1 +
Problem
distance & homotopy

G(x) = (F ∗ )−1 (x)F −1 (x)
ẏ (t) ∈ F (y (t))α(t) ⇐⇒ |ẏ(t)|g ≤ 1
−1 +
Problem
distance & homotopy
semiconcave functions on M
U ⊂ M convex
u : U → R semiconcave with constant K

K
(1 − t)u(γ(0)) + tu(γ(1)) − u(γ(t)) ≤ t(1 − t) d(γ(0), γ(1))2
2
for every geodesic γ : [0, 1] → U and t ∈ [0, 1]
Question: dΩ2 semiconcave with K = 2 ?

Answer: only if κ ≥ 0 (sectional curvature)
However:
I κ(x) ≥ −λ2 all x ∈ Ω and some λ > 0 (true if Ω bounded)
I C⊂Ω convex compact
=⇒ φ ◦ dΩ =
˙ cosh(λdΩ (·))
semiconcave on C with K = λ2 maxC φ ◦ dΩ
distance & homotopy
U ⊂ M convex

K
(1 − t)u(γ(0)) + tu(γ(1)) − u(γ(t)) ≤ t(1 − t) d(γ(0), γ(1))2
2

However:
=⇒ φ ◦ dΩ =
distance & homotopy
U ⊂ M convex

K
(1 − t)u(γ(0)) + tu(γ(1)) − u(γ(t)) ≤ t(1 − t) d(γ(0), γ(1))2
2

However:
=⇒ φ ◦ dΩ =
distance & homotopy
U ⊂ M convex

K
(1 − t)u(γ(0)) + tu(γ(1)) − u(γ(t)) ≤ t(1 − t) d(γ(0), γ(1))2
2

However:
=⇒ φ ◦ dΩ =
distance & homotopy
U ⊂ M convex

K
(1 − t)u(γ(0)) + tu(γ(1)) − u(γ(t)) ≤ t(1 − t) d(γ(0), γ(1))2
2

However:
=⇒ φ ◦ dΩ =
distance & homotopy
U ⊂ M convex

K
(1 − t)u(γ(0)) + tu(γ(1)) − u(γ(t)) ≤ t(1 − t) d(γ(0), γ(1))2
2

However:
=⇒ φ ◦ dΩ =
distance & homotopy
invariance of Σ(dΩ )
λ2 φ = φ00 and semiconcavity of φ ◦ dΩ yield again

d 0 2λ “ ”
|γ (t)|2 ≤ |γ 0 (t)|2 1 − |γ 0 (t)|2
dt tanh(λdΩ (γ((t)))
Theorem (ACNS)
I Σ(dΩ ) invariant under generalized gradient flow
I Ω same homotopy type as Σ(dΩ )
distance & homotopy

d 0 2λ “ ”
|γ (t)|2 ≤ |γ 0 (t)|2 1 − |γ 0 (t)|2
Theorem (ACNS)
distance & homotopy

d 0 2λ “ ”
|γ (t)|2 ≤ |γ 0 (t)|2 1 − |γ 0 (t)|2
Theorem (ACNS)
distance & homotopy
conclusions
concluding remarks
nonsmooth control differential

←→ ←→
analysis theory geometry
from the 1988 report:

The contributed health of control theory requires a steady flow of
talented young mathematical scientists with a broad mathematical
background and some training in applications
thank you for your attention

distance & homotopy
conclusions
concluding remarks

←→ ←→


distance & homotopy
conclusions
concluding remarks

←→ ←→


distance & homotopy
conclusions
concluding remarks

←→ ←→


Strong Solutions of Optimal Control Problems

Hochgeladen von

Dokumentinformationen

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

Strong Solutions of Optimal Control Problems

Hochgeladen von

Copyright:

Verfügbare Formate

distance & homotopy

Generalized Gradient Flow of the Distance

University of Rome “Tor Vergata”

SADCO SUMMER SCHOOL – OPTIMAL CONTROL

from the 1988 report of the panel on

The mathematics of control theory exhibits a wide variety of

Optimal control, HJB equations, and semiconcave functions

Generalized differentials and singular sets of semiconcave

Propagation of singularities and homotopy equivalence

Optimal control, HJB equations, and semiconcave functions

Generalized differentials and singular sets of semiconcave

Propagation of singularities and homotopy equivalence

Optimal control, HJB equations, and semiconcave functions

Generalized differentials and singular sets of semiconcave

Propagation of singularities and homotopy equivalence

Optimal control, HJB equations, and semiconcave functions

Generalized differentials and singular sets of semiconcave

Propagation of singularities and homotopy equivalence

a time optimal control problem

a time optimal control problem

a time optimal control problem

related Hamilton-Jacobi-Bellman equation

I unique viscosity solution

with hamiltonian H(x, p) = hF (x)F ∗ (x)p, pi

related Hamilton-Jacobi-Bellman equation

I unique viscosity solution

with hamiltonian H(x, p) = hF (x)F ∗ (x)p, pi

I for all x, y such that [x, y ] ⊂ Ω and all λ ∈ [0, 1]

I for all x, y such that [x, y ] ⊂ Ω and all λ ∈ [0, 1]

I for all x, y such that [x, y ] ⊂ Ω and all λ ∈ [0, 1]

I for all x, y such that [x, y ] ⊂ Ω and all λ ∈ [0, 1]

I for all x, y such that [x, y ] ⊂ Ω and all λ ∈ [0, 1]

references on semiconcave functions

generalized differentials of semiconcave functions

D + u(x) = co D ∗ u(x) superdifferential

I D + u(x) = {p} iff u differentiable Du(x) = p

generalized differentials of semiconcave functions

D + u(x) = co D ∗ u(x) superdifferential

I D + u(x) = {p} iff u differentiable Du(x) = p

singular sets of semiconcave functions

singular sets of semiconcave functions

singular sets of semiconcave functions

singular sets of semiconcave functions

singular sets of semiconcave functions

singular sets of semiconcave functions

Figure: singular set of u(x, y ) = 3 − |x| − |y |

reachable gradients and optimal trajectories

reachable gradients and optimal trajectories

reachable gradients and optimal trajectories

reachable gradients and optimal trajectories

propagation of singularities for semiconcave functions

Theorem (Albano – C 1999; C – Yu 2007)

propagation of singularities for semiconcave functions

Theorem (Albano – C 1999; C – Yu 2007)

propagation of singularities for semiconcave functions

Theorem (Albano – C 1999; C – Yu 2007)

propagation of singularities for semiconcave functions

Theorem (Albano – C 1999; C – Yu 2007)

propagation of singularities for semiconcave functions

Theorem (Albano – C 1999; C – Yu 2007)

propagation of singularities for semiconcave functions

Theorem (Albano – C 1999; C – Yu 2007)

propagation of singularities for semiconcave functions