An existence theorem for a class of infinite horizon optimal control problems (Q289066): Difference between revisions

An existence theorem for a class of optimal control problems with infinite horizon is proved. The main novelty lies in the choice of a weighted Lebesgue space as space of admissible controls. The corresponding space for the state is a weighted Sobolev space. Another important feature is the presence of pointwise state constraints. The existence result is proved using the generalized Weierstrass theorem. In order to apply the generalized Weierstrass theorem, a lower semicontinuity theorem for integral functionals (involving the Lebesgue integral) with respect to the weak topology is established.