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.     

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 Constrained Variational Problems Without Convexity Assumptions

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 classes of constrained variational problems in which the values at the endpoints and constraint maps are also subject to variations.     

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.     

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     

Generic Well-Posedness of Nonconvex Constrained Variational Problems

In our previous work, a generic well-posedness result (with respect to the variations of the integrand of the integral functional) was established for a class of nonconvex optimal control problems. In this paper, we extend this generic well-posedness result to classes of constrained variational problems in which the values at the endpoints and the constraint maps are also subject to variations. We consider constrained variational problems with constraint maps which depend on the independent variable and also on the state variable.The author is grateful to the referees for helpful comments and suggestions.     

Nonlinear optimal control problems of degenerate parabolic equations with logistic time-varying delays of convolution type

In this article, we consider a bioeconomic model for optimal control problems which are governed by degenerate parabolic equations governing diffusive biological species with logistic growth terms and multiple time-varying delays. The time-varying delays are given in a convolution form. The existence, uniqueness and regularity results to the state equations with homogeneous Dirichlet and Neumann boundary conditions are established. The vanishing viscosity method is used to obtain the existence result. Afterwards, we formulate the optimal control problem in two cases. Firstly, we suppose that this biological species causes damage to environment (e.g. forest, agriculture): the optimal control is the trapping rate and the cost functional is a combination of damage and trapping costs. Secondly, an optimal harvesting control of a biological species is considered: the optimal control is a distribution of harvesting effort on the biological species and the cost functional measure the difference between economic revenue and cost. The existence and the condition of uniqueness of the optimal solution are obtained. A nonlinear optimality system is derived, characterizing the optimal control.     

Existence and uniqueness results for minimization problems with nonconvex functionals

In some physical problems (mechanical problems, optimal control problems, phase transition problems, etc.), we have to minimize a functionalJ over a topological spaceU for whichJ is not sequentially lower semicontinuous. In this article, we prove new existence results for general one-dimensional vector problems of calculus of variations without any convexity condition on the integrand of the problem. In particular, we do not suppose that the integrand is split in two parts, one part depending on the gradient variable and the other part depending on the state variable, as is often supposed in recent results. In the case where the integrand is the sum of two functions, the first one depending on the gradient variable and the second one depending on the state variable, we also prove a uniqueness result without any convexity assumption with respect to the gradient variable.A preliminary version of some results given in this article was presented at the Workshop on Calculus of Variations and Nonlinear Elasticity organized at Cortona, Italy, 27–31 May 1991 by B. Dacorogna, P. Marcellini, and C. Sbordone. The author would like to thank the organizers of this workshop for their invitation.     

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.     

The Riemann problem for general systems of conservation laws

An extended entropy condition (E) has previously been proposed, by which we have been able to prove uniqueness and existence theorems for the Riemann problem for general 2-conservation laws. In this paper we consider the Riemann problem for general n-conservation laws. We first show how the shock are related to the characteristic speeds. A uniqueness theorem is proved subject to condition (E), which is equivalent to Lax's shock inequalities when the system is “genuinely nonlinear.” These general observations are then applied to the equations of gas dynamics without the convexity condition P_vv(v, s) > 0. Using condition (E), we prove the uniqueness theorem for the Riemann problem of the gas dynamics equations. This answers a question of Bethe. Next, we establish the relation between the shock speed σ and the entropy S along any shock curve. That the entropy S increases across any shock, first proved by Weyl for the convex case, is established for the nonconvex case by a different method. Wendroff also considered the gas dynamics equations without convexity conditions and constructed a solution to the Riemann problem. Notice that his solution does satisfy our condition (E).     

Geodesically convex energies and confinement of solutions for a multi-component system of nonlocal interaction equations

We consider a system of n nonlocal interaction evolution equations on \({\mathbb{R}^d}\) with a differentiable matrix-valued interaction potential W. Under suitable conditions on convexity, symmetry and growth of W, we prove \({\lambda}\)-geodesic convexity for some \({\lambda\in\mathbb{R}}\) of the associated interaction energy with respect to a weighted compound distance of Wasserstein type. In particular, this implies existence and uniqueness of solutions to the evolution system. In one spatial dimension, we further analyse the qualitative properties of this solution in the non-uniformly convex case. We obtain, if the interaction potential is sufficiently convex far away from the origin, that the support of the solution is uniformly bounded. Under a suitable Lipschitz condition for the potential, we can exclude finite-time blow-up and give a partial characterization of the long-time behaviour.     

On the optimal control of systems governed by quasilinear integro-partial differential equations of parabolic type

Recently, M. N. O?uztöreli presented certain results on the existence and uniqueness of solutions of systems governed by a linear integro-partial differential equation of parabolic type with delayed arguments. Since his results admit only smooth coefficients, they could not be used directly in the study of the optimal control problems with bounded measurable control variables appearing in the coefficients of the system equations. In this paper, we consider a class of systems described by second-order quasilinear parabolic integro-partial differential equations with all but the second-order coefficients assumed bounded measurable. Our principal results are: Theorem 3.5, which establishes the existence and uniqueness of solutions of this class of systems (with controls in the coefficients), and Theorem 4.4, which gives a necessary condition for optimality for the corresponding controlled system.     

Optimization problems on general classes of rearrangements

This paper is concerned with maximization and minimization problems of the energy integral associated to p-Laplace equations depending on functions that belong to a class of rearrangements. We prove existence and uniqueness results, and present some features of optimal solutions. The radial case is discussed in detail. We also prove a result of uniqueness for a class of p-Laplace equations under non-standard assumptions.     

Multidimensional BSDEs with weak monotonicity and general growth generators

This paper aims at solving a multidimensional backward stochastic differential equation （BSDE） whose generator g satisfies a weak monotonicity condition and a general growth condition in y. We first establish an existence and uniqueness result of solutions for this kind of BSDEs by using systematically the technique of the priori estimation, the convolution approach, the iteration, the truncation and the Bihari inequality. Then, we overview some assumptions related closely to the monotonieity condition in the literature and compare them in an effective way, which yields that our existence and uniqueness result really and truly unifies the Mao condition in y and the monotonieity condition with the general growth condition in y, and it generalizes some known results. Finally, we prove a stability theorem and a comparison theorem for this kind of BSDEs, which also improves some known results.     

具有混合单调性的脉冲微分方程解的存在性

利用混合单调算子的不动点定理,讨论了一类二阶脉冲微分方程两点边值问题,得到了存在唯一正解的充分条件,此外给出了相应的例子.     

Existence of solutions of boundary value problems for singular fractional <Emphasis Type="Italic">q</Emphasis>-difference equations

In this paper, we study the existence and uniqueness of solutions for a class of singular three-point boundary value problems of fractional q-difference equations invovling fractional q-derivative of Riemann–Liouville type. Based on the generalization of Banach contraction principle, we obtain a sufficient condition for existence and uniqueness of solutions of the problem. By applying the Krasnoselskii’s fixed point theorem, we establish a sufficient condition for the existence of at least one solution of the problem. As applications, two examples are presented to illustrate our main results.     

一类种群系统的适定性及最优收获问题

本文研究了一类非线性时变种群扩散系统的适定性及最优收获问题.利用压缩不 动点原理讨论了该种群系统的解的存在唯一性.证明了最优收获控制的存在性,并且获 得了最优控制的唯一性和所满足的必要条件.     

Maximum principle for optimal control of neutral stochastic functional differential systems

This paper is concerned with optimal control of neutral stochastic functional differential equations (NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neutral backward stochastic functional equation of Volterra type (VNBSFE). The existence and uniqueness of the solution are proved for the general nonlinear VNBSFEs. Under the convexity assumption of the Hamiltonian function, a sufficient condition for the optimality is addressed as well.     

时变人口发展系统非竞争人口生育率的最优控制

讨论了时变人口发展系统的整体解,并且将非竞争人口生育率作为控制函数,用二次泛函来判别其最优性,研究了上述人口系统的控制问题.本文利用L2(Ω)空间的自反性、光滑性和严格凸性,证明了时变人口发展系统最优控制的存在性和唯一性.     

Existence of finitely optimal solutions for infinite-horizon optimal control problems

In this paper, we investigate the existence of finitely optimal solutions for the Lagrange problem of optimal control defined on [0, ) under weaker convexity and seminormality hypotheses than those of previous authors. The notion of finite optimality has been introduced into the literature as the weakest of a hierarchy of types of optimality that have been defined to permit the study of Lagrange problems, arising in mathematical economics, whose cost functions either diverge or are not bounded below. Our method of proof requires us to analyze the continuous dependence of finite-interval Lagrange problems with respect to a prescribed terminal condition. Once this is done, we show that a finitely optimal solution can be obtained as the limit of a sequence of solutions to a sequence of corresponding finite-horizon optimal control problems. Our results utilize the convexity and seminormality hypotheses which are now classical in the existence theory of optimal control.This research forms part of the author's doctoral dissertation written at the University of Delaware, Newark, Delaware under the supervision of Professor Thomas S. Angell.