Optimal control of a class of linear degenerate equations

Authors A. A. Efremov, Georgiĭ Anatol'evich Sviridyuk

Publication date 28 January 2001

Published in Doklady Mathematics (Search for Journal in Brave)

Cauchy problem existence optimal control Sobolev-type linear nonhomogeneous equation uniqueness

Linear differential equations in abstract spaces (34G10) Control problems involving ordinary differential equations (34H05) One-parameter semigroups and linear evolution equations (47D06) Optimality conditions for problems in abstract spaces (49K27)

Review text

The paper deals with the optimal control problem of the Sobolev-type linear nonhomogeneous equation \(L\dot x=Mx+y,\) where \(y:[0,T]\to \mathcal Y\) is a vector function with values in a Banach space \(\mathcal Y,\;L\in \mathcal L(\mathcal H,\mathcal Y)\) is a linear and continuous operator defined on a Banach space \(\mathcal H,\;M:\text{dom }M\subset \mathcal H \to \mathcal Y\) be linear, closed and densely defined. The initial condition \(x(0)=x_0\) is considered. The case when \(\text{ker }L\neq \{0\}\) is of special interest in the paper. The authors define an \((L,p)\)-sectorial operator \(M\) and state a theorem about the existence of an analytic uniformly bounded semigroup generated by the equation \(L\dot x=Mx+y\) as well as a theorem about the existence and uniqueness of a solution to the Cauchy problem. The optimal control problem for the equation \(L\dot x= Mx+y+Bu\) with the cost functional \[ J(u)= \sum _{k=0}^{p+1}\int_0^T\|z^{(k)}(t)-z_0(k)(t)\|_\mathcal Z dt + \sum_{k=0}^{p+1} \int_0^T\langle N_ku^{(k)}(t),u^{(k)}(t)\rangle_\mathcal U dt, \] where \(\mathcal Z\) is a Hilbert space of observations and \(N_k\in \mathcal L(\mathcal U)\) are self-adjoint and positively definite operators, is formulated. A theorem about the existence and uniqueness of the optimal control is stated. The proofs of the theorems can be found in the papers cited in the References.

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