Optimal control and admissible relaxation for subdifferential evolution inclusions

DOI10.1007/BF02341086MaRDI QIDQ2563950zbMATH OpenFDO

Authors Tiziana Cardinali, Nikolaos S. Papageorgiou

Publication date 26 January 1997

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02341086

zbMATH Keywords

approximation differential inclusions minimax optimal control relaxation subdifferential

Mathematics Subject Classification ID

Optimality conditions for minimax problems (49K35)

Review text

The paper is devoted to the solution of two optimal control problems for dynamic systems described by the differential inclusions of subdifferential type, namely: The original problem (OP) \[ -\dot x(t) \in \partial \varphi (t,x(t))+\int_K f(t,x(t),u(t),z) \mu(dz),\quad t \in T=[0,b], \] \[ x(0) = x_0, \quad \mu \in M_+^1 (K),\quad u(\cdot)\in S_U, \] \[ m = \inf_{u\in S_U} \sup_{\mu \in M_+^1 (K)} \int_0^b L(t,x(\mu,u)(t),u(t))dt, \] and the relaxed one (RP) \[ -\dot x(t) \in \partial \varphi (t, x(t)) + \int_W \int_K f(t,x(t),u,z) \mu(dz) \lambda(t)(du),\quad t \in T=[0,b], \] \[ x(0) = x_0, \quad\mu \in M_+^1 (K) ,\quad \lambda(t)\in \Gamma(t), \] \[ m_r= \inf_{\lambda \in S_\Gamma} \sup_{\mu \in M_+^1 (K)} \int_0^b \int_K L(t,x(\mu,\lambda)(t),u)\lambda(t)(du)dt. \] Here \(\partial \varphi\) is the subdifferential of the convex function \(\varphi (t, \cdot)\), \(M_+^1(K)\) is the space of probability measures on the set \(K\) modelling the uncertainty in the system produced by the unknown parameter \(z \in K\). The relaxed control \(\lambda (\cdot)\) in (RP) is measurable and \( \lambda \in S_\Gamma \), where \(\Gamma \) = \(\{ \theta \in M_+^1 (W_{\omega}): \theta (U(t)) =1 \}\), \(W_{\omega} = \{ u \in Y : \| u\|\leq \gamma \}\). The sufficient conditions for the equality \( m=m_r \) to be fulfilled (the relaxation theorem) are given. The existence of solutions to the problems (OP) and (RP) are proved.

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