Relaxation theorem for Stieltjes differential inclusions on infinite intervals (Q6141250)

The paper considers infinite time horizon problems of the form \[ x'_g(t)\in F(t,x(t)),\quad t\in [0,\infty )\quad x(0)=x_0, \] where \(g:[0,\infty )\to \mathbf{R}\) is a non-decreasing left-continuous function, \(x'_g\) is the derivative with respect to \(g\) of the function \(x\), \(F:[0,\infty )\times {\mathbf{R}}^d\to \mathcal{P}({\mathbf{R}}^d)\) is a set-valued map Lipschitz in the second variable which satisfies a certain uniformly continuity property and \(x_0\in {\mathbf{R}}^d\). It is obtained that the solutions of the relaxed (convexified) problem \[ z'_g(t)\in \left\{ \begin{array}{l} \overline{co}F(t,z(t)),\quad t\notin D_g,\\ F(t,z(t)),\quad t\in D_g, \end{array} \right. \quad z(0)=z_0 \] are approximated by solutions of the original problem. \(D_g\) denotes the set of discontinuity points of \(g\) and \(\overline{co}(S)\) denotes the closed convex hull of the set \(S\subset {\mathbf{R}}^d\).