A convergence result for a sequence of distributed-parameter optimal control problems

In this paper, we consider a sequence of abstract optimal control problems by allowing the cost integrand, the partial differential operator, and the control constraint set all to vary simultaneously. Using the notions of -convergence of functions,G-convergence of operators, and Kuratowski-Mosco convergence of sets, we show that the values of the approximating problems converge to that of the limit problem. Also we show that a convergent sequence of optimal pairs for the approximating problems has a limit which is optimal for the limit problem. A concrete example of parabolic optimal control problems is worked out in detail.This research was supported by NSF Grant No. DMS-88-02688.