Existence of Optimal Controls for Semilinear Parabolic Equations without Cesari-Type Conditions

Abstract. Optimal control problems governed by semilinear parabolic partial differential equations are considered. No Cesari-type conditions are assumed. By proving the existence theorem and the Pontryagin maximum principle of optimal ``state-control" pairs for the corresponding relaxed problems, an existence theorem of optimal pairs for the original problem is established.     

Existence of Optimal Controls for Semilinear Parabolic Equations without Cesari-Type Conditions

   Abstract. Optimal control problems governed by semilinear parabolic partial differential equations are considered. No Cesari-type conditions are assumed. By proving the existence theorem and the Pontryagin maximum principle of optimal ``state-control" pairs for the corresponding relaxed problems, an existence theorem of optimal pairs for the original problem is established.     

Relaxed Controls for Nonlinear Fractional Impulsive Evolution Equations

In this paper, we study optimal relaxed controls and relaxation of nonlinear fractional impulsive evolution equations. Firstly, existence of piecewise continuous mild solutions for the original fractional impulsive control system is presented. Secondly, fractional impulsive relaxed control system is constructed by using a regular countably additive measure and making the original control system convexified. Thirdly, optimal relaxed controls and relaxation theorems are obtained. Finally, application to initial-boundary value problem of fractional impulsive parabolic control system is considered.     

Analysis of the Optimal Relaxed Control to an Optimal Control Problem

Relaxed controls are widely used to analyze the existence of optimal controls in the literature. Though there are many optimal control problems admitting no optimal control, rare examples were shown. This paper will solve a particular optimal control problem by analyzing the optimal relaxed controls, showing the ideas we used to study such kind of problems. This work was supported by NSFC (No. 10671040), FANEDD (No. 200522) and NCET (No. 06-0359).     

Numerical approximation of nonconvex optimal control problems defined by parabolic equations

In this paper, we consider an optimal control problem for distributed systems governed by parabolic equations. The state equations are nonlinear in the control variable; the constraints and the cost functional are generally nonconvex. Relaxed controls are used to prove existence and derive necessary conditions for optimality. To compute optimal controls, a descent method is applied to the resulting relaxed problem. A numerical method is also given for approximating a special class of relaxed controls, notably those obtained by the descent method. Convergence proofs are given for both methods, and a numerical example is provided.     

Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient

We consider a controlled system driven by a coupled forward–backward stochastic differential equation with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential equation, at the initial time. Our goal is to find an optimal control which minimizes the cost functional. The method consists to construct a sequence of approximating controlled systems for which we show the existence of a sequence of feedback optimal controls. By passing to the limit, we establish the existence of a relaxed optimal control to the initial problem. The existence of a strict control follows from the Filippov convexity condition.     

Characterization of optimal pairs for hereditary control problems

In this paper, we characterize optimal pairs for a hereditary control process. We use relaxed controls, and the technique is penalization.This research was supported by NSF Grant R11-89-05084.     

Bounded state problem for hereditary control problems

In this paper, we characterize optimal pairs for a hereditary control problem where the state is constrained. We use relaxed controls and the technique of penalization.This research was supported by NSF Grant No. HRD-91-54077.     

Extremal points and optimal control theory

Summary An optimal control problem is considered in a setting akin to that of the theory. of generalized curves. Rather than minimizing a functional depending on pairs of trajectories and controls subject to some constraints, a functional defined on a set of Radon measures is considered; the set of measures is determined by the constraints. An approximation scheme is developed, so that the solution of the optimal control problems can be effected by solving a sequence of nonlinear programming problems. Several existence theorems for this kind of generalized control problems are then proved; the most interesting is the one concerning problems in which the set of allowable controls is unbounded. Entrata in Redazione il 5 febbraio 1975.     

Solvability and Optimal Controls of a Fractional Impulsive Stochastic Partial Integro-Differential Equation with State-Dependent Delay

In this paper, a new class of fractional impulsive stochastic partial integro-differential control systems with state-dependent delay and their optimal controls in a Hilbert space is studied. We firstly prove an existence result of mild solutions for the control systems by using stochastic analysis, analytic \(\alpha \)-resolvent operator, fractional powers of closed operators and suitable fixed point theorems. Then we derive the existence conditions of optimal pairs to the fractional impulsive stochastic control systems. Finally, an example is given to illustrate the effectiveness of our main results.     

On the optimal control and relaxation of nonlinear infinite dimensional systems

Summary In this paper we study optimal control problems for infinite dimensional systems governed by a semilinear evolution equation. First under appropriate convexity and growth conditions, we establish the existence of optimal pairs. Then we drop the convexity hypothesis and we pass to a larger system known as the « relaxed system ». We show that this system has a solution and the value of the relaxed optimization problem is equal to the value of the original one. Next we restrict our attention to linear systems and establish two « bang-bang » type theorems. Finally we present some examples from systems governed by partial differential equations.Research supported by N.S.F. Grant-8602313.Work done while on leave at the « University of Thessaloniki, School of Technology, Mathematics Division, Thessaloniki 54006, Greece ».     

An approximation result for normal integrands and applications to relaxed controls theory

It is established that a normal integrand in the sense of Rockafellar is the pointwise limit of an increasing sequence of Carathéodory's functions. This result is used to extend the range of application of relaxed controls to functions which are only semicontinuous in the control variable. Finally, a result on existence of optimal relaxed solutions is derived.     

Nonexistence and Existence of an Optimal Control Problem Governed by a Class of Semilinear Elliptic Equations

An optimal control problem governed by a class of semilinear elliptic equations is considered in this paper. Using relaxed controls, the nonexistence and existence results of an optimal control are obtained.     

Existence of optimal controls for systems governed by parabolic partial differential equations with Cauchy boundary conditions

Summary This paper considers the existence of optimal controls for systems governed by a second order parabolic partial differential equation in divergence form with Cauchy conditions. As preliminary results, theorems concerning the convergence of the sequence of weak solutions corresponding to a sequence of admissible controls are proved. Two general forms of criteria are considered. The first one is taken as a function of the weak solution of the system, and the other is taken as a function of the solution of the system and control. Several theorems and corollaries on the existence of optimal controls are then presented.     

Solvability and Optimal Controls of Fractional Impulsive Stochastic Evolution Equations with Nonlocal Conditions

This paper deals with the solvability and optimal controls of a class of impulsive fractional stochastic evolution equations with nonlocal initial conditions in a Hilbert space. Firstly, the existence and uniqueness of mild solutions for the considered system are investigated. Then, we derive the existence conditions of optimal pairs to the control systems. In the end, an example is presented to illustrate the effectiveness of our abstract results.     

Discretisation of stochastic control problems for continuous time dynamics with delay

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow for delay in the dynamics. The existence of an optimal strategy with respect to the cost functional can be guaranteed in the class of relaxed controls. Weak convergence of the approximating extended Markov chains to the original process together with convergence of the associated optimal strategies is established.     

Necessary conditions without differentiability assumptions in unilateral control problems

We derive two theorems combining existence with necessary conditions for the relaxed unilateral problem of the optimal control of ordinary differential equations in which the functions that define the problem are Lipschitz-continuous in the state variables. These theorems generalize the results presented in a previous paper [8] by the addition of unilateral constraints on the state and control functions. As in that paper, the new necessary conditions have a canonical form obtained by replacing, in the “customary” conditions, the partial derivatives with respect to the state variables by finite difference quotients at neighboring arguments, and then applying limiting processes and convexification. More general necessary conditions are also obtained in terms of the representations of the Lipschitz-continuous functions as compositions.     

Existence of Optimal Controls for Partially Observed Jump Processes

A partially observable control problem for an R ^d -valued jump process with counting observations is studied. The state and the observations may be strongly dependent and, in particular, the two processes may jump together. An equivalent separated problem is introduced and the existence of an optimal control for the separated problem is obtained in the class of relaxed and generalized controls. Equivalence between the initial problem and the relaxed generalized separated control problem is discussed.     

Optimal Control Problems of Phase Relaxation Models

This work is concerned with optimal control problems with convex cost criterion governed by the relaxed Stefan problem with or without memory. The existence of an optimal control is proved and necessary conditions for a given function to be an optimal control are found. Moreover, an asymptotic analysis is performed as the time relaxation parameter tends to zero.