Optimal bang-bang controls arising in a Sobolev impulse control problem

DOI10.1016/0022-247X(84)90245-2MaRDI QIDQ1069118zbMATH OpenOpenAlexFDO

Authors Luther White

Publication date 1984

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(84)90245-2

zbMATH Keywords

approximating controlbang-bang principleoptimal impulse control

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Numerical methods based on necessary conditions (49M05) Control/observation systems governed by partial differential equations (93C20)

Review text

An optimal impulse control problem governed by an equation of the form \(My_ t+Ly=v(t)\delta_ a(x)\), \(y(x,0)=0\), \(y|_{\Sigma}=0\) is studied. The control v is ristricted by \(| v(t)| \leq 1\) and the aim is to minimize \(\int_{\Omega}(y(T,x)-z(x))^ 2dx\). M and L are symmetric and elliptic operators. The optimality conditions and a bang- bang principle are derived. For the optimal control the number of switches is discussed. Moreover, a sequence is constructed from the optimality conditions which converges almost everywhere to the optimal control.

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Cites work

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Cited in

(5)

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• Stochastic impulse control of parabolic systems of Sobolev type

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