Existence and uniform boundedness of optimal solutions of variational problems (Q5926231)
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scientific article; zbMATH DE number 1570773
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English | Existence and uniform boundedness of optimal solutions of variational problems |
scientific article; zbMATH DE number 1570773 |
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Existence and uniform boundedness of optimal solutions of variational problems (English)
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28 June 2001
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Summary: Given an \(x_0\in \mathbb{R}^n\) we study the infinite horizon problem of minimizing the expression \(\int^T_0 f(t, x(t), x'(t)) dt\) as \(T\) grows to infinity where \(x: [0,\infty)\to \mathbb{R}^n\) satisfies the initial condition \(x(0)= x_0\). We analyze the existence and the properties of approximate solutions for every prescribed initial value \(x_0\). We also establish that for every bounded set \(E\subset \mathbb{R}^n\) the \(C([0, T])\) norms of approximate solutions \(x: [0,T]\to \mathbb{R}^n\) for the minimization problem on an interval \([0, T]\) with \(x(0),x(T)\in E\) are bounded by some constant which does not depend on \(T\).
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optimal control
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uniform boundedness
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infinite horizon problem
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existence
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approximate solutions
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minimization problem
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