arXiv subjects

Marco Mazzola

Publications and source records attributed to Marco Mazzola.

9 recordsLinked to original sources

arXiv2025

Generic uniqueness and conjugate points for optimal control problems

The paper is concerned with an optimal control problem on $\mathbb{R}^n$, where the dynamics is linear w.r.t.~the control functions. For a terminal cost $ψ$ in a $mathcal{G}_δ$ set of $\mathcal{C}^4(\mathbb{R}^n)$ (i.e., in a countable intersection of open dense subsets), two main results are proved.Namely: the set $Γ_ψ\subset\mathbb{R}^n$ of conjugate points is closed, with locally bounded $(n-2)$-dimensional Hausdorff measure. Moreover, the set of initial points $y\in \mathbb{R}^n\setminusΓ_ψ$, which admit two or more globally optimal trajectories, is contained in the union of a locally finite family of embedded manifolds. In particular, the value function is continuously differentiable on an open, dense subset of $\mathbb{R}^n$.

math.OC↗

arXiv2024

On the structure of the value function of optimal exit time problems

In this paper, we study an optimal exit time problem with general running and terminal costs and a target $\mathcal{S}\subset\mathbb{R}^d$ having an inner ball property for a nonlinear control system that satisfies mild controllability assumptions. In particular, Petrov's condition at the boundary of $\mathcal{S}$ is not required and the value function $V$ may fail to be locally Lipschitz. In such a weakened set-up, we first establish a representation formula for proximal (horizontal) supergradients of $V$ by using transported proximal normal vectors. This allows us to obtain an external sphere condition for the hypograph of $V$ which yields several regularity properties. In particular, $V$ is almost everywhere twice differentiable and the Hausdorff dimension of its singularities is not greater than $d-1/2$. Furthermore, besides optimality conditions for trajectories of the optimal control problem, we extend the analysis to propagation of singularities and differentiability properties of the value function. An upper bound for the Hausdorff measure of the singular set is also studied, which implies that $V$ is a function of special bounded variation.

math.OC↗

arXiv2024

Generic Properties of Conjugate Points in Optimal Control Problems

The first part of the paper studies a class of optimal control problems in Bolza form, where the dynamics is linear w.r.t.~the control function. A necessary condition is derived, for the optimality of a trajectory which starts at a conjugate point. The second part is concerned with a classical problem in the Calculus of Variations, with free terminal point. For a generic terminal cost $ψ\in \C^4(\mathbb{R}^n)$, applying the previous necessary condition we show that the set of conjugate points is contained in the image of an $(n-2)$-dimensional manifold, and has locally bounded $(n-2)$-dimensional Hausdorff measure.

math.OC↗

arXiv2021

Diffusion Approximations of Markovian Solutions to Discontinuous ODEs

In a companion paper, the authors have characterized all deterministic semigroups, and all Markov semigroups, whose trajectories are Carathe'odory solutions to a given ODE x'=f(x), with f possibly discontinuous. The present paper establishes two approximation results. Namely, every deterministic semigroup can be obtained as the pointwise limit of the flows generated by a sequence of ODEs $x'=f_n(x) with smooth right hand sides. Moreover, every Markov semigroup can be obtained as limit of a sequence of diffusion processes with smooth drifts and with diffusion coefficients approaching zero.

math.CA↗

arXiv2020

Markovian Solutions to Discontinuous ODEs

Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carathéodory solutions to the ODE ~$\dot x = f(x)$. The paper provides a complete characterization of all such flows which have a Markov property in time. This is achieved in terms of (i) a positive, atomless measure supported on the set $f^{-1}(0)$ where $f$ vanishes, (ii) a countable number of Poisson random variables, determining the waiting times at points in $f^{-1}(0)$, and (iii) a countable set of numbers $θ_k\in [0,1]$, describing the probability of moving up or down, at isolated points where two distinct trajectories can originate.

math.CA↗

arXiv2018

Approximation of Sweeping Processes and Controllability for a Set Valued Evolution

We consider a controlled evolution problem for a set $Ω(t)\in\mathbb{R}^d$, originally motivated by a model where a dog controls a flock of sheep. Necessary conditions and sufficient conditions are given, in order that the evolution be completely controllable. Similar techniques are then applied to the approximation of a sweeping process. Under suitable assumptions, we prove that there exists a control function such that the corresponding evolution of the set $Ω(t)$ is arbitrarily close to the one determined by the sweeping process.

math.OC↗

arXiv2018

Lyapunov's theorem via Baire category

Lyapunov's theorem is a classical result in convex analysis, concerning the convexity of the range of nonatomic measures. Given a family of integrable vector functions on a compact set, this theorem allows to prove the equivalence between the range of integral values obtained considering all possible set decompositions and all possible convex combinations of the elements of the family. Lyapunov type results have several applications in optimal control theory: they are used to prove bang-bang properties and existence results without convexity assumptions. Here, we use the dual approach to the Baire category method in order to provide a "quantitative" version of such kind of results applied to a countable family of integrable functions.

math.FA↗

arXiv2018

Global generalized characteristics for the Dirichlet problem for Hamilton-Jacobi equations at a supercritical energy level

We study the nonhomogeneous Dirichlet problem for first order Hamilton-Jacobi equations associated with Tonelli Hamiltonians on a bounded domain $Ω$ of $\R^n$ assuming the energy level to be supercritical. First, we show that the viscosity (weak KAM) solution of such a problem is Lipschitz continuous and locally semiconcave in $Ω$. Then, we analyse the singular set of a solution showing that singularities propagate along suitable curves, the so-called generalized characteristics, and that such curves stay singular unless they reach the boundary of $Ω$. Moreover, we prove that the latter is never the case for mechanical systems and that singular generalized characteristics converge to a critical point of the solution in finite or infinite time. Finally, under stronger assumptions for the domain and Dirichlet data, we are able to conclude that solutions are globally semiconcave and semiconvex near the boundary.

math.AP↗

arXiv2014

Global Propagation of Singularities for Time Dependent Hamilton-Jacobi Equations

We investigate the properties of the set of singularities of semiconcave solutions of Hamilton-Jacobi equations of the form \begin{equation*} u_t(t,x)+H(\nabla u(t,x))=0, \qquad\text{a.e. }(t,x)\in (0,+\infty)\timesΩ\subset\mathbb{R}^{n+1}\,. \end{equation*} It is well known that the singularities of such solutions propagate locally along generalized characteristics. Special generalized characteristics, satisfying an energy condition, can be constructed, under some assumptions on the structure of the Hamiltonian $H$. In this paper, we provide estimates of the dissipative behavior of the energy along such curves. As an application, we prove that the singularities of any viscosity solution of the above equation cannot vanish in a finite time.

math.AP↗