Hamilton–Jacobi–Bellman Equation for Control Systems With Friction

Abstract

This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists of a controlled differential inclusion with a discontinuous right-hand side, which still preserves existence and uniqueness of the solution for each given input function u(t). Under general hypotheses, we are able to derive the Hamilton-Jacobi-Bellman equation for the related free time optimal control problem and to characterise the value function as the unique, locally Lipschitz continuous viscosity solution