Maximum principle for a control problem governed by an evolution equation

Authors
Citation
M. Bertoldi, Maximum principle for a control problem governed by an evolution equation, J OPTIM TH, 105(2), 2000, pp. 263-276
Citations number
16
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
105
Issue
2
Year of publication
2000
Pages
263 - 276
Database
ISI
SICI code
0022-3239(200005)105:2<263:MPFACP>2.0.ZU;2-8
Abstract
We prove the maximum principle for an optimal control problem governed by t he system y'(t) + A(t)y(t) = f (t, y(t), u(t)), u(t) epsilon U(t), with state constraint (y(0),y(T)) epsilon C subset of H x H, under three di fferent hypotheses: (H1) C is a convex set with nonempty interior; (H2) C = {y(0)} x C-0, with C-0 a convex set with nonempty interior in H and the ev olution system satisfying compactness hypotheses; (H3) the periodic case y( 0) = y(T), with the evolution system satisfying compactness hypotheses. We do not assume the controls to be bounded. We give some examples for distrib uted control problems.