On the Value Function of Infinite-Horizon Optimal Control of Piecewise Affine Systems

Abstract

In this paper, we study the structure of the value function in constrained infinite-time optimal control (CITOC) problems of piecewise affine (PWA) systems, with $\ell_1$ or $\ell_\infty$ stage cost. Existing works, such as [1], establish that the resulting value function is PWA in the state. However, existing results do not analyze whether the value function is a proper PWA function, i.e., with a finite number of affine pieces over compact sets, or whether the number of pieces can be infinite. We show that the latter case is indeed possible by means of an explicit example, which is also instrumental in establishing rigorous and easily verifiable sufficient conditions that ensure that the resulting value function is a proper PWA function. Our theoretical findings complement well-known results, e.g., the linear-quadratic case, and serve as support for recent learning-based control schemes for PWA systems. Throughout the paper, the proposed results are illustrated by means of a numerical example.