Optimal control of diffusions

DOI10.1007/S00245-002-0743-5MaRDI QIDQ1401587zbMATH OpenOpenAlexFDO

Authors Hector O. Fattorini

Publication date 18 August 2003

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-002-0743-5

zbMATH Keywords

linear distributed parameter systemslinear parabolic equationmaximum principlemeasure-valued controloptimal control

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Optimality conditions for problems involving partial differential equations (49K20)

Review text

The paper considers time optimal or \(L_1\)-norm (with respect to the state) optimal control problems for a linear parabolic equation with right-hand side as a measure valued control which drives the initial state to a prescribed target state. Necessary and sufficient conditions for optimality in the form of the maximum principle are derived. It is shown that if the coefficients of the equation are analytical then for the Dirichlet problem the support of the optimal control has Lebesgue measure zero.

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