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Synthesis of control Lyapunov functions and stabilizing feedback strategies using exit‐time optimal control Part I: Theory

This work studies the problem of constructing control Lyapunov functions (CLFs) and feedback stabilization strategies for deterministic nonlinear control systems described by ordinary differential equations. Many numerical methods for solving the Hamilton–Jacobi–Bellman partial differential equations specifying CLFs typically require dense state space discretizations and consequently suffer from the curse of dimensionality. A relevant direction of attenuating the curse of dimensionality concerns reducing the computation of the values of CLFs and associated feedbacks at any selected states to finite‐dimensional nonlinear programming problems. We propose to use exit‐time optimal control for that purpose. This article is the first part of a two‐part work. First, we state an exit‐time optimal control problem with respect to a sublevel set of an appropriate local CLF and establish that, under a number of reasonable conditions, the concatenation of the corresponding value function and the local CLF is a global CLF in the whole domain of asymptotic null‐controllability. We also investigate the formulated optimal control problem. A modification of these constructions for the case when one does not find a suitable local CLF is provided as well. Our developments serve as a theoretical basis for a curse‐of‐dimensionality‐free approach to feedback stabilization, that is presented in the second part Yegorov et al. (2021) of this work together with supporting numerical simulation results.