Abstract
The optimal visiting problem is the optimization of a trajectory that has to touch or pass as close as possible to a collection of target points. The problem does not verify the dynamic programming principle, and it needs a specific formulation to keep track of the visited target points. In this paper, we introduce a hybrid approach by adding a discontinuous part of the trajectory switching between a group of discrete states related to the targets. Then, we show the well-posedness of the related Hamilton-Jacobi problem, by reformulating the optimal visiting as a collection of time-dependent optimal stopping problems.
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