Approximation of an optimal control problem on a network with a perturbed problem in the whole space

Abstract

A classical optimal control problem posed in the whole space R^2 is perturbed by a singular term of magnitude $\hat{I}\mu$^{-1} aimed at driving the trajectories to a prescribed network $\hat{I}“$. We are interested in the link between the limit problem, as $\hat{I}\mu$ $\to$ 0, and some optimal control problems on networks studied in the literature. We prove that the sequence of trajectories admits a subsequential limit evolving on $\hat{I}“$. Moreover, in the case of the Eikonal equation, we show that the sequence of value functions associated with the perturbed optimal control problems converges to a limit which, in particular, coincides with the value function of the expected optimal control problem set on the network $\hat{I}“$.