L\infty/L1 Duality Results In Optimal Control Problems

MaRDI QIDQ6435270zbMATH OpenFDO

Authors Dan Goreac, A. Rapaport

Publication date 4 May 2023

Abstract: We provide a duality result linking the value function for a control problem with supremum cost H under an isoperimetric inequality G $le$ gmax, and the value function for the same controlled dynamics with cost G and state constraint H $le$ hmax. This duality is proven for initial conditions at which lower semi-continuity of the value functions can be guaranteed, and is completed with optimality considerations. Furthermore, we provide structural assumptions on the dynamics under which such regularity can be established. As a by-product, we illustrate the partial equivalence between recentworks dealing with non-pharmaceutically controlled epidemics under peak or budget restrictions.

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