Generic well-posedness of nonconvex optimal control problems

The Tonelli existence theorem in the calculus of variations and its subsequent modifications were established for integrands f which satisfy convexity and growth conditions. In our previous work a generic existence and uniqueness result (with respect to variations of the integrand of the integral functional) without the convexity condition was established for a class of optimal control problems satisfying the Cesari growth condition. In this paper we extend this generic existence and uniqueness result to a class of optimal control problems in which the right-hand side of differential equations is also subject to variations.     

Generic existence of Lipschitzian solutions of optimal control problems without convexity assumptions

The Tonelli existence theorem in the calculus of variations and its subsequent modifications were established for integrands f which satisfy convexity and growth conditions. In this paper we consider a large class of optimal control problems which is identified with a complete metric space of integrands without convexity assumptions and show that for a generic integrand the corresponding optimal control problem possesses a unique solution and this solution is Lipschitzian.     

Generic well-posedness of variational problems without convexity assumptions

The Tonelli existence theorem in the calculus of variations and its subsequent modifications were established for integrands f which satisfy convexity and growth conditions. In our previous work a generic well-posedness result (with respect to variations of the integrand of the integral functional) without the convexity condition was established for a class of optimal control problems satisfying the Cesari growth condition. In this paper we extend this generic well-posedness result to two classes of variational problems in which the values at the end points are also subject to variations. The main results of the paper are obtained as realizations of a general variational principle.     

On the estimation of multi-dimensional integrals with strongly oscillating integrands

The estimation of integrals with rapidly oscillating integrands is difficult, as positive and negative contributions will cancel nearly completely. The effect becomes more pronounced as the number of dimensions of the region of integration is increased. The article shows how an integral over ann-dimensional region can be reduced to integrals over itsn?1 dimensional surfaces in such a manner that the oscillating character of the integrand is taken into account. The method can be interpreted as the repeated application of integration by parts along lines normal to the wave fronts which are determined by the integrand. The remaining integral is estimated by the second mean value theorem of integral calculus. The integrations by parts appear only indirectly in the form of an application of Gauss' integral theorem to a vector field which is determined by the integrand.     

On Balder’s Existence Theorem for Infinite-Horizon Optimal Control Problems

Balder’s well-known existence theorem (1983) for infinite-horizon optimal control problems is extended to the case in which the integral functional is understood as an improper integral. Simultaneously, the condition of strong uniform integrability (over all admissible controls and trajectories) of the positive part max{f₀, 0} of the utility function (integrand) f₀ is relaxed to the requirement that the integrals of f₀ over intervals [T, T′] be uniformly bounded above by a function ω(T, T′) such that ω(T, T′) → 0 as T, T′→∞. This requirement was proposed by A.V. Dmitruk and N.V. Kuz’kina (2005); however, the proof in the present paper does not follow their scheme, but is instead derived in a rather simple way from the auxiliary results of Balder himself. An illustrative example is also given.     

The Eigenvalue Problem for a One-Dimensional Differential Operator with a Variable Coefficient and Nonlocal Integral Conditions*

We consider conditions for the existence of the eigenvalue λ = 0 in the eigenvalue problem for a differential operator with a variable coefficient and integral conditions. We analyze how these conditions depend on such properties of the coefficient p(x) as monotonicity and symmetry and observe some other properties of the spectrum of the eigenvalue problem. Particularly, we show by a numerical experiment that the fundamental theorem on the increase of the eigenvalues in the case of increasing coefficient p(x) is not valid for the eigenvalue problem with nonlocal conditions.     

Lipschitzian Properties of Integral Functionals on Lebesgue Spaces $\bf{L_p, 1 \leqslant {p} < \infty}$

We give complete characterizations of integral functionals which are Lipschitzian on a Lebesgue space L _p with p ≠ ∞. When the measure is atomless, we characterize the integral functionals which are locally Lipschitzian on such Lebesgue spaces. In every cases, the Lipchitzian properties of the integral functional can be described by growth conditions on the subdifferentials of the integrand which are equivalent to Lipschitzian properties of the integrand.     

Triple Positive Solutions for nth-Order Impulsive Differential Equations with Integral Boundary Conditions and p-Laplacian

In this paper, we study a class of nth-order boundary value problems for impulsive differential equations with integral boundary conditions and p-Laplacian. The Leray–Schauder fixed point theorem is used to investigate the existence of at least one positive solution. We also consider the existence of at least three positive solutions by using a fixed-point theorem in a cone due to Avery-Peterson. As an application, we give an example to demonstrate our results.     

Well-posedness and porosity in optimal control without convexity assumptions

The Tonelli existence theorem in the calculus of variations and its subsequent modifications were established for integrands f which satisfy convexity and growth conditions. In [27] we considered a class of optimal control problems which is identified with the corresponding complete metric space of integrands, say . We did not impose any convexity assumptions. The main result in [27] establishes that for a generic integrand the corresponding optimal control problem is well-posed. In this paper we study the set of all integrands for which the corresponding optimal control problem is well-posed. We show that the complement of this set is not only of the first category but also a -porous set. The main result of the paper is obtained as a realization of a variational principle which can be applied to various classes of optimization problems. Received April 15, 2000 / Accepted October 10, 2000 / Published online December 8, 2000     

Time-band limiting matrices and lamé's equation

The continuity and differentiability for integral operator in Banach spaces are proved with respect to L^p–topology. The weak normal integrand is defined, so that a generalized measurable selection theorem is derived, and the conjugate functional for integral functional is formulated. The duality theorem of optimization problem for integral functional is established by using the conjugate functional.     

Precise Asymptotic Approximations for Kernels Corresponding to Lévy Processes

By using basic complex analysis techniques, we obtain precise asymptotic approximations for kernels corresponding to symmetric α-stable processes and their fractional derivatives. We use the deep connection between the decay of kernels and singularities of the Mellin transforms. The key point of the method is to transform the multi-dimensional integral to the contour integral representation. We then express the integrand as a combination of gamma functions so that we can easily find all poles of the integrand. We obtain various asymtotics of the kernels by using Cauchys Residue Theorem with shifting contour integration. As a byproduct, exact coefficients are also obtained. We apply this method to general Lévy processes whose characteristic functions are radial and satisfy some regularity and size conditions. Our approach is based on the Fourier analytic point of view.     

Linear-quadratic control and quadratic differential forms for multidimensional behaviors

This paper deals with systems described by constant coefficient linear partial differential equations (nD-systems) from a behavioral point of view. In this context we treat the linear quadratic control problem where the performance functional is the integral of a quadratic differential form. We look for characterizations of the set of stationary trajectories and of the set of local minimal trajectories with respect to compact support variations, turning out that they are equal if the system is dissipative. Finally we provide conditions for regular implementability of this set of trajectories and give an explicit representation of an optimal controller.     

Applications of Measure of Noncompactness and Darbo’s Fixed Point Theorem to Nonlinear Integral Equations in Banach Spaces

We prove a theorem on the existence of solutions of some nonlinear functional integral equations in the Banach algebra of continuous functions on the interval [0,a]. Then we consider a nonlinear integral equation of fractional order and give some sufficient conditions for existence of solutions of this equation. We use fixed point theorems associated with the measure of noncompactness as the main tool. Our existence results include several results obtained in previous studies. Finally we present some examples which show that our results are applicable.     

Complexity Analysis via Approach Spaces

Complexity of a recursive algorithm typically is related to the solution to a recurrence equation based on its recursive structure. For a broad class of recursive algorithms we model their complexity in what we call the complexity approach space, the space of all functions in X?=? ]0,?∞?] ^Y , where Y can be a more dimensional input space. The set X, which is a dcpo for the pointwise order, moreover carries the complexity approach structure. There is an associated selfmap Φ on the complexity approach space X such that the problem of solving the recurrence equation is reduced to finding a fixed point for Φ. We will prove a general fixed point theorem that relies on the presence of the limit operator of the complexity approach space X and on a given well founded relation on Y. Our fixed point theorem deals with monotone selfmaps Φ that need not be contractive. We formulate conditions describing a class of recursive algorithms that can be treated in this way.     

On Generic Existence and Uniqueness in Nonconvex Optimal Control Problems

We derive conditions for generic existence and uniqueness of optimal control and trajectories for some class of finite-dimensional optimal control problems in the absence of traditional convexity assumptions. It is shown that for these problems existence and uniqueness of optimal control for a given initial point x is equivalent to the differentiability of optimal value functions at x. These results are obtained in the general framework of representation formulas for (sub-)gradients of inf-envelope functions which appear in nonsmooth analysis.     

Infinite-horizon optimal controls for problems governed by a volterra integral equation with state-and-control-dependent discount factor

In this work, we concern ourselves with the existence of optimal solutions to optimal control problems defined on an unbounded time interval with states governed by a nonlinear Volterra integral equation. These results extend both the work of Baum and others in infinite-horizon control of ordinary differential equations as well as the work of Angell concerning integral equations. In addition, we incorporate into the objective functional (described by an improper integral) a discount factor which reflects a hereditary dependence on both state and control. In this manner, we are able to generalize the recent results of Becker, Boyd, and Sung in which they establish an existence theorem in the calculus of variations with objective functionals of the so-called recursive type. Our results are obtained through the use of appropriate lower-closure theorems and compactness conditions. Examples are presented in which the applicability of our results is demonstrated.This research was supported by the National Science Foundation, Grant No. DMS-87-00706.     

A Banach algebra of Feynman integrable functionals with application to an integral equation formally equivalent to Schroedinger's equation

A Banach algebra A of functionals on C[a, b] is introduced and it is proved that the operator-valued Feynman integral recently defined by Cameron and Storvick exists for functionals in A. Two existence theorems of Cameron and Storvick are seen to be special cases of this result; in fact, even in these cases, the present theorem gives improved results.Cameron and Storvick have used their function space integral to give a solution to an integral equation formally equivalent to Schroedinger's equation; using our existence theorem, we give a relatively brief and transparent proof of this result.     

Lipschitzian Properties of Integral Functionals on Lebesgue Spaces Lp, 1 \leqslant p < ￥\bf{L_p, 1 \leqslant {p} < \infty}

We give complete characterizations of integral functionals which are Lipschitzian on a Lebesgue space L _p with p ≠ ∞. When the measure is atomless, we characterize the integral functionals which are locally Lipschitzian on such Lebesgue spaces. In every cases, the Lipchitzian properties of the integral functional can be described by growth conditions on the subdifferentials of the integrand which are equivalent to Lipschitzian properties of the integrand.      

On the evaluation of some Selberg-like integrals

Several methods of evaluation are presented for a family {In,d,p} of Selberg-like integrals that arise in the computation of the algebraic-geometric degrees of a family of spherical nilpotent orbits associated to the symmetric space of a simple real Lie group. Adapting the technique of Nishiyama, Ochiai and Zhu, we present an explicit evaluation in terms of certain iterated sums over permutation groups. The resulting formula, however, is only valid when the integrand involves an even power of the Vandermonde determinant. We then apply, to the general case, the theory of symmetric functions and obtain an evaluation of the integral In,d,p as a product of polynomial of fixed degree times a particular product of gamma factors; thereby identifying the asymptotics of the integrals with respect to their parameters. Lastly, we derive a recursive formula for evaluation of another general class of Selberg-like integrals, by applying some of the technology of generalized hypergeometric functions.     

Analysis of nonlinear fractional control systems in Banach spaces

In this paper, we consider the nonlinear control systems of fractional order and its optimal controls in Banach spaces. Using the fractional calculus, Hölder’s inequality, p-mean continuity, weakly singular inequality and Leray-Schauder’s fixed point theorem with compact mapping, the sufficient condition is given for the existence and uniqueness of mild solutions for a broad class of fractional nonlinear infinite dimensional control systems. Utilizing the approximately lower semicontinuity of integral functionals and weakly compactness, we extend the existence result of optimal controls for nonlinear control systems to nonlinear fractional control systems under generally mild conditions. An example is given to illustrate the effectiveness of the results obtained.