Average cost minimization problems subject to state constraints

DOI10.1137/23M1558124MaRDI QIDQ6569596zbMATH OpenFDO

Authors Piernicola Bettiol, Nathalie Khalil

Publication date 9 July 2024

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1558124

zbMATH Keywords

average costnecessary optimality conditionsnonsmooth analysisoptimal control

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions (49K99)

Review text

The authors establish necessary optimality conditions for a class of optimal control problems associated with a quite general first-order vector ordinary differential equation and subject to certain right endpoint and state constraints, where a kind of uncertainty is present in the dynamics, the constraints and the cost functional. The uncertainty comes from certain unknown parameters which belong to a complete separable metric space. The cost functional is the average (that is, the integral) of a given endpoint cost function with respect to a probability measure defined on the involved metric space.

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Cites work

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Cited in

(4)

• Necessary optimality conditions for minimax multiprocesses
• Necessary optimality conditions for a class of bilevel problems
• Mini-workshop: High-dimensional control problems and mean-field equations with applications in machine learning. Abstracts from the mini-workshop held December 8--13, 2024
• Minimax problems for ensembles of control-affine systems

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