On infinite-horizon lower closure results for optimal control (Q1114917)

Let \(\mu\) : \(A\to [0,+\infty]\) be a measure on a set \(\Omega\) such that there exists a nondecreasing sequence \((\Omega_ j)_{j\in {\mathbb{N}}}\) of sets in A with \(\cup_{j\in {\mathbb{N}}}\Omega_ j=\Omega\) and \(\mu (\Omega_ j)<+\infty\) for all \(j\in {\mathbb{N}}\), let E be a separable reflexive B-space, for all \(k\in {\mathbb{N}}\) let \(f_ k: \Omega \to E\) such that \(f_ k|_{\Omega_ j}\in L^ 1(\Omega_ j,E)\) (j\(\in {\mathbb{N}})\). \((f_ k)_{k\in {\mathbb{Z}}_+}\) is said to \(w^ 2\)-converge to \(f_ 0\) if for all \(j\in {\mathbb{N}}\) there exists a nonincreasing sequence \((B_{j,p})_{p\in {\mathbb{N}}}\) of sets in A with \[ \lim_{p} \mu (B_{j,p})=0,\lim_{k} \int_{\Omega_ j\setminus B_{j,p}}<f_ k,h> d\mu =\int_{\Omega_ j\setminus B_{j,p}}<f_ 0,h> d\mu \] for all \(h\in L^{\infty}(\Omega_ j,E')\), \(j,p\in {\mathbb{N}}.\) Then: Theorem 1. If \(\sup_{k} \int_{\Omega_ j}| f_ k| d\mu <+\infty\), then there exists a \(w^ 2\)-converging subsequence \((f_{k_ h})_{h\in {\mathbb{N}}}\). Theorem 2. Let \(\nu\) : \(A\to [0,+\infty [\) be a measure, \(\Omega_ j=\Omega\) for all \(j\in {\mathbb{N}}\), X a metric space and \(x_ k: \Omega \to X\) Borel measurable functions, \(v_ k\in L^ 1(\Omega,E)\) (k\(\in {\mathbb{N}})\). We suppose that \((x_ k)_{k\in {\mathbb{Z}}_+}\) converges in measure to \(x_ 0\) and \((v_ k)_{k\in {\mathbb{Z}}_+}\) \(w^ 2\)-converges to \(v_ 0\). Let \(\ell: \Omega \times X\times E\to]-\infty,+\infty]\) be such that \(\ell (\omega,.,.)\) is s.l.s.c. at every point of \(\{x_ 0(\omega)\}\times E\) and \(\ell (\omega,x_ 0(\omega),.)\) is convex on E for a.e. \(\omega\in \Omega\), and moreover there exists a uniformly integrable sequence \((\lambda_ k)_{k\in {\mathbb{N}}}\) \((\lambda_ k: \Omega \to {\mathbb{R}})\) such that \(\ell (.,x_ k,v_ k)\geq \lambda_ p\) for all \(k\in {\mathbb{N}}\). Then \[ \liminf_{k}\int^{\sim}_{\Omega}\ell (.,x_ k,v_ k) d\nu \geq \int^{\sim}_{\Omega}\ell (.,x_ 0,v_ 0) d\nu, \] where \(\int^{\sim}\) indicates outer integration. From these two theorems the author yields an infinite dimensional lower closure result for a \(\sigma\)-finite underlying measure space.