Bounded-From-Below Solutions of the Hamilton-Jacobi Equation for Optimal Control Problems with Exit Times: Vanishing Lagrangians, Eikonal Equations, and Shape-From-Shading

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique bounded-from-below viscosity solution of the Hamilton-Jacobi equation which is null on the target. The result applies to problems with the property that all trajectories satisfying a certain integral condition must stay in a bounded set. We allow problems for which the Lagrangian is not uniformly bounded below by positive constants, in which the hypotheses of the known uniqueness results for Hamilton-Jacobi equations are not satisfied. We apply our theorems to eikonal equations from geometric optics, shape-from-shading equations from image processing, and variants of the Fuller Problem.Comment: 29 pages, 0 figures, accepted for publication in NoDEA Nonlinear Differential Equations and Applications on July 29, 200

Further Results on Lyapunov Functions for Slowly Time-Varying Systems

We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily exponentially stable. This complements our previous Lyapunov function constructions for rapidly time-varying dynamics. We also explicitly construct input-to-state stable Lyapunov functions for slowly time-varying control systems. We illustrate our findings by constructing explicit Lyapunov functions for a pendulum model, an example from identification theory, and a perturbed friction model.Comment: Accepted for publication in Mathematics of Control, Signals, and Systems (MCSS) on November 20, 200

Further Constructions of Control-Lyapunov Functions and Stabilizing Feedbacks for Systems Satisfying the Jurdjevic-Quinn Conditions

For a broad class of nonlinear systems, we construct smooth control-Lyapunov functions whose derivatives along the trajectories of the systems can be made negative definite by smooth control laws that are arbitrarily small in norm. We assume our systems satisfy appropriate generalizations of the Jurdjevic-Quinn conditions. We also design state feedbacks of arbitrarily small norm that render our systems integral-input-to-state stable to actuator errors.Comment: 15 pages, 0 figures, accepted for publication in IEEE Transactions on Automatic Control in October 200

On the Strong Invariance Property for Non-Lipschitz Dynamics

We provide a new sufficient condition for strong invariance for differential inclusions, under very general conditions on the dynamics, in terms of a Hamiltonian inequality. In lieu of the usual Lipschitzness assumption on the multifunction, we assume a feedback realization condition that can in particular be satisfied for measurable dynamics that are neither upper nor lower semicontinuous.Comment: 15 pages, 0 figures. For this revision, the authors added a remark about an alternative nonconstructive proof of the main resul

Further Results on Strict Lyapunov Functions for Rapidly Time-Varying Nonlinear Systems

We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting dynamics which we assume are uniformly globally asymptotically stable. This leads to new sufficient conditions for uniform global exponential, uniform global asymptotic, and input-to-state stability of fast time-varying dynamics. We also construct strict Lyapunov functions for our systems using a strictification approach. We illustrate our results using a friction control example.Comment: 10 pages, 0 figues, revised and accepted for publication as a regular paper in Automatica in May 2006. To appear in October 2006 issu