Optimality problem for infinite dimensional bilinear systems (Q2500597)

Let \(E\) and \(F\) be Hilbert spaces, \(D\) a dense subspace of \(E\), and \([0,T]\) be a fixed interval. Assume that \(L:L^2([0,T];F)\times E\rightarrow \mathbb R\) is continuous for the weak topology on \(L^2([0,T];F)\) and the usual topology on \(E\) and let \(\Phi :E\rightarrow \mathbb R\) be a \(C^1\)-function such that \(L\) and \(\Phi\) are bounded on bounded sets. The main result of this paper establishes an ``approached'' version of Pontryagin's maximum principle corresponding to the following optimal problem: for a fixed point \(x_0\in D\), find a control \(\overline u\) which minimizes the functional \(\Psi (u)=\int_0^TL(u(t),x_u(t))\,dt+\Phi (x_u(T))\). Applications related to Hilbertian Lie groups and optimal controls for the heat equation illustrate the main abstract result of the present paper.