No abstract

A class of infinite horizon optimal control problems involving L p -type cost functionals with 0 < p ≤ 1 is discussed. The existence of optimal controls is studied for both the convex case with p = 1 and the nonconvex case with 0 < p < 1, and the sparsity structure of the optimal controls promoted by the L p -type penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

A system of Hamilton Jacobi (HJ) equations on a partition of R d is considered, and a uniqueness and existence result of viscosity solution is analyzed. While the notion of viscosity notion is by now well known, the question of uniqueness of solution, when the Hamiltonian is discontinuous, remains an important issue. A uniqueness result has been derived for a class of problems, where the behavior of the solution, in the region of discontinuity of the Hamiltonian, is assumed to be irrelevant and can be ignored (see reference [10]) . Here, we provide a new uniqueness result for a more general class of Hamilton-Jacobi equations.