On the Existence of Optimal Solutions to an Optimal Control Problem

In this paper, some results concerning the existence of optimal solutions to an optimal control problem are derived. The problem involves a quasilinear hyperbolic differential equation with boundary condition and a nonlinear integral functional of action. The assumption of convexity, under which the main theorem is proved, is not connected directly with the convexity of the functional of action. In the proof, the implicit function theorem for multimappings is used.Communicated by L. D. Berkovitz     

Existence of a Classical Solution for a Multidimensional Filtration Problem

We prove existence, in a small time interval, of a classical solution having a regular free boundary, (i.e. the level set {u=0}) of a multidimensional filtration problem. The key point to get the regularity of the level set {u=0} is the proof of an a priori estimate for the L_∞-norm of u_t. © 1997 by B.G. Teubner Stuttgart-John Wiley & Sons, Ltd.     

Helly’s Principle and Its Application to an Infinite-Horizon Optimal Control Problem

In this paper, a numerical method is presented to solve singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations with a discontinuous source term. First, an asymptotic expansion approximation of the solution of the boundary-value problem is constructed using the basic ideas of the well-known WKB perturbation method. Then, some initial-value problems and terminal-value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial-value problems and terminal-value problems are singularly-perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples are provided to illustrate the method.     

Existence of Classical Solution of a Quasilinear Stefan-Signorini Problem

In this paper, we consider an one-phase quasilinear Stefan-Signorini problem. In [1] X. Liu has proved the existence and the uniqueness of this problem by the traditional penalty method (see [3] and [4]). Here we use the Mixed Scheme in [2] which is more suitable to the Stefan-Signorini problem and obtain more natural existence results.     

Existence of a Solution to a System of Equations in Variations in an Optimal Control Problem

Journal of Applied and Industrial Mathematics - We consider an optimal control problem for some mathematical problem of a chemical reactor. We prove the existence of a solution to the system in...     

The Global-in-Time Existence of a Classical Solution for Some Free Boundary Problem

Siberian Mathematical Journal - We consider the problem with free (unknown) boundary for the one-dimensional diffusion–convection equation. The unknown boundary is found from the additional...     

关于三阶边值问题解的存在性

利用上下解方法 ,分别讨论了当f∶[0 ,1 ]×R→R在有限区间和无限区间上满足某些增长性条件时 ,三阶微分方程边值问题u (t) +f(t,u) =0 ,u(0 ) =u(1 ) =u″(0 ) =0解与正解的存在性 .最后给出两个例子作为对所获得结果的应用     

关于非线性过程最优控制的存在性问题

本文讨论了形为x=f(t,x,u)的系统的最优控制的存在性问题,f(f,x,u)是比较一般的非线性函数,控制类普遍到足以包含一般工程上常见的控制函数.还讨论了由属于一定函数类的控制函数序列去逼近最优控制的问题,举出了与文[1]结论相矛盾的反例,并导出这问题的正确结论.     

The Existence of Optimal Solution for a Shape Optimization Problem on Starlike Domain

In this paper, a shape optimization problem over a multi-dimensional starlike domain with boundary payoff is considered. The function, which characterizes the boundary of the domain with respect to some ball contained inside domain, is shown to be Lipschitz continuous. The existence of an optimal solution is proved.     

Existence of a Global Classical Solution of One Problem Arising in Combustion Theory

We consider a multidimensional free-boundary problem for a parabolic equation that arises in combustion theory. We prove the existence of a global classical solution. The idea of the method is as follows: first, we perform the differential–difference approximation of the problem and establish its solvability; then we prove uniform estimates and perform a limit transition.     

On the Existence of a Global Solution of a Hyperbolic Problem

Doklady Mathematics - A quasilinear system of hyperbolic equations describing plane one-dimensional relativistic oscillations of electrons in a cold plasma is considered. For a simplified...     

Value Functions and Transversality Conditions for Infinite-Horizon Optimal Control Problems

This paper investigates a relationship between the maximum principle with an infinite horizon and dynamic programming and sheds new light upon the role of the transversality condition at infinity as necessary and sufficient conditions for optimality with or without convexity assumptions. We first derive the nonsmooth maximum principle and the adjoint inclusion for the value function as necessary conditions for optimality. We then present sufficiency theorems that are consistent with the strengthened maximum principle, employing the adjoint inequalities for the Hamiltonian and the value function. Synthesizing these results, necessary and sufficient conditions for optimality are provided for the convex case. In particular, the role of the transversality conditions at infinity is clarified.     

Existence Theorem in the Optimal Control Problem on an Infinite Time Interval

We consider the optimal control problem on an infinite time interval. The system is linear in the control, the functional is convex in the control, and the control set is convex and compact. We propose a new condition on the behavior of the functional at infinity, which is weaker than the previously known conditions, and prove the existence theorem for the solution under this condition. We consider several special cases and propose a general abstract scheme.     

Necessary Conditions for Nonsmooth,Infinite-Horizon,Optimal Control Problems

Necessary conditions are proved for deterministic nonsmooth optimal control problems involving an infinite horizon and terminal conditions at infinity. The necessary conditions include a complete set of transversality conditions.