Recursive variational problems in nonreflexive Banach spaces with an infinite horizon: an existence result (Q1713284)

Since the objective function \(x\) of the considered optimization problem P (a recursive variational problem) maps the set \(\Omega: t \geq 0\) (infinite horizon) into the set \(X\), being a nonreflexive and separable Banach space E or a subset of E, spaces with such functions (and also with multivalued dynamical systems \(\Gamma\)) are explained in the first chapters together with hints to results of versions of P up to now. P is the problem \[ \min_{x \in W^{1,1}_{loc}(\Omega, E)} \int_{\Omega}L(t,x(t),x'(t)) F\big (t, \int_0^t f(s,x(s),x'(s))ds \big ) dt, \] \[ x'(t)\in \Gamma(t,x(t)) \; \text{a.e.} \; t\in \Omega \; \text{and} \; x(0)= \xi_0 \in X, \] where \(L\) is a cost function, \(f\) a discount function and (as the author writes) \(F\) corresponds to a generalized form of the exponential function and \(\Gamma : \Omega \times X \Rightarrow E\) describes a constraint governed by the multivalued dynamical system. So the set \(A\) of admissible elements (here: admissible arcs) is \[ A = \{ x \in W^{1,1}_{loc}(\Omega, E):x'(t)\in \Gamma(t,x(t)) \; \text{a.e.} \; t\in \Omega \; \text{and} \; x(0)= \xi_0 \in X\}. \] Then, the author gives a direct proof of the existence of optimal solutions (Proposition 3.1) for P of course under conditions as f. i. \(X\) is a weakly compact subset, \(A\) nonempty, certain convexity conditions for \(\Gamma, L, F, f,\) and the Cesari property. The proof uses functional analysis with finite horizon truncation, minimizing sequences, subsequences, diagonalization procedures, Diestel's theorem on weak compactness for Bochner integrable functions, a suitable Arzela-Ascoli theorem, and, because there are multifunctions (remember the side conditions in P), the Cesari property is used for special upper semicontinuous multifunctions. A verifiable condition for the Cesari property is proved in the paper. The substance of the paper touches viability (with the viability set \(X\)). Indeed, chapter 4 concerns differential inclusions with an infinite horizon. It can be shown that -- under specific conditions -- in a separable Banach space the set \(A\) of admissible arcs is nonempty. To formulate these conditions, the author sharpens convexity and upper semicontinuity of \(\Gamma\) and emphasizes that he therefore uses first with help of the Bouligand contingent cone \(T_X(y)\) a Naguno-type condition \(T_X(y) \cap \Gamma (t,y)=\emptyset \; \forall \; (t,y)\in [0,T]\times X\) and second because of the noncompactness of \(\Gamma(t,y), (t,y)\in [0,T]\times X,\) with respect to the norm topology the measure of noncompactness for bounded sets in \(E\). In the following proof one has \(T_n \rightarrow +\infty.\)