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The Bellman equation for time-optimal control of noncontrollable,nonlinear systems
Authors:Martino Bardi  Vasile Staicu
Institution:(1) Dipartimento di Matematica Pura ed Applicata, Università di Padova, Via Belzoni 7, 35131 Padova, Italy;(2) International School for Advanced Studies, Via Beirut 4, 34014 Trieste, Italy
Abstract:For a general nonlinear system and closed target set Iscr we study the value functionsngr and 
$$\hat \upsilon$$
of the control problems of reaching Iscr and, respectively, its interior, in minimum time. Under no controllability assumptions on the system, we characterize them as, respectively, the minimal viscosity supersolution and the maximal viscosity subsolution of the Bellman equation with appropriate boundary conditions. Then we prove that 
$$\hat \upsilon$$
is the unique upper semicontinuous lsquocomplete solutionrsquo of such a boundary value problem, which means in particular that the (completed) graph of 
$$\hat \upsilon$$
contains the graph of any solution, as well as all the limits of reasonable approximating sequences. We give some applications to verifications theorems and to the stability of the minimum time function with respect to general perturbations.The authors are partially supported by the Italian National Projects lsquoEquazioni di evoluzione e applicazioni fisico-matematichersquo and lsquoEquazioni differenziali e calcolo delle variazioni,rsquo respectively.
Keywords:49L2S  35F30
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