Existence results for optimal control problems with some special nonlinear dependence on state and control

DOI10.1137/08071805XzbMATH1194.49004OpenAlexW3100518171MaRDI QIDQ3557930FDOQ3557930

Authors Pablo Pedregal, Jorge Tiago

Publication date 28 April 2010

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.5022

zbMATH Keywords

momentsnonlinear problemsrelaxationnonconvex problems

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods of relaxation type (49M20) Method of moments applied to problems in optics and electromagnetic theory (78M05)

Abstract: We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of the problem, we isolate an assumption which guarantees the existence of solutions of the original optimal control problem. To show the validity of this crucial hypothesis through various means and in various contexts is the main body of this contribution. In each such situation, we end up with some existence result. In particular, we would like to stress a general result that takes advantage of the particular structure of both the cost functional and the state equation. One main motivation for our work here comes from a model for guidance and control of ocean vehicles. Some explicit existence results and comparison examples are given.

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