Inserted: 8 may 2014
Last Updated: 2 jan 2016
Journal: CIM Series in Mathematical Sciences
in ``Dynamics, Games, and Science", J.-P. Bourguignon, R. Jeltsch, A. Pinto, M. Viana eds., Springer.
We consider optimal control problems where the dynamical system and the running cost are affected by fast periodic oscillations of the state variables. We show that, under suitable controllability and structure assumptions, it is possible to describe the limiting optimal control problem. The proofs make use of results in the theory of homogenization and singular perturbations of Hamilton-Jacobi equations.
Keywords: Homogenization, optimal control, limit occupational measures