Optimality problem for infinite dimensional bilinear systems
Infinite-dimensional Lie groups and their Lie algebras: general properties (22E65) Control problems involving ordinary differential equations (34H05) Maximum principles in context of PDEs (35B50) General theory of partial differential operators (47F05) Methods of local Riemannian geometry (53B21) Controllability (93B05)
Let \(E\) and \(F\) be Hilbert spaces, \(D\) a dense subspace of \(E\), and \([0,T]\) be a fixed interval. Assume that \(L:L^2([0,T];F)\times E\rightarrow \mathbb R\) is continuous for the weak topology on \(L^2([0,T];F)\) and the usual topology on \(E\) and let \(\Phi :E\rightarrow \mathbb R\) be a \(C^1\)-function such that \(L\) and \(\Phi\) are bounded on bounded sets. The main result of this paper establishes an ``approached version of Pontryagin's maximum principle corresponding to the following optimal problem: for a fixed point \(x_0\in D\), find a control \(\overline u\) which minimizes the functional \(\Psi (u)=\int_0^TL(u(t),x_u(t))\,dt+\Phi (x_u(T))\). Applications related to Hilbertian Lie groups and optimal controls for the heat equation illustrate the main abstract result of the present paper.
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