State-Constrained Optimal Control Governed by Non--Well-Posed Parabolic Differential Equations (Q4537799)

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scientific article; zbMATH DE number 1758243
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    State-Constrained Optimal Control Governed by Non--Well-Posed Parabolic Differential Equations
    scientific article; zbMATH DE number 1758243

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      State-Constrained Optimal Control Governed by Non--Well-Posed Parabolic Differential Equations (English)
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      23 June 2002
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      parabolic systems
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      state constraints
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      Pontryagin's maximum principle
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      non-well-posed problems.
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      optimal control
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      The systems are \[ {\partial y(t, x) \over \partial t} = Ay(t, x) + f(t, x, y(t, x)) + u(t, x) \quad (0 \leq t \leq T, x \in \Omega) \tag{1} \] with \(A\) a uniformly elliptic operator in an \(m\)-dimensional domain \(\Omega\) and the Dirichlet boundary condition on \(\Gamma =\) boundary of \(\Omega.\) According to the authors, the problem of minimizing an integral functional of \(y, u\) subject to (1) is ``non-well-posed'' if (1) does not have the global existence property; a well-known example is \(A = \Delta,\) \(f(t, x, y) = y^3.\) The main results of this paper are versions of Pontryagin's maximum principle for this kind of problem. It should be pointed out that in existing treatments of Pontryagin's maximum principle for semilinear problems (such as [the reviewer, ``Infinite dimensional optimization and control theory'' (1999; Zbl 0931.49001)]) the global existence assumption is not used; as long as the solution corresponding to an optimal control exists globally, the maximum principle is obtained by small perturbations of the control that do not affect global existence.
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