Properties of the set of “trajectory-control” pairs of a control systemwith subdifferential operators

We consider a control system described by an evolution equation with control constraint which is a multivalued mapping of a phase variable with closed nonconvex values. One of the evolution operators of the system is the subdifferential of a time-dependent proper, convex, and lower semicontinuous function. The other operator, acting on the derivative of the required functions, is the subdifferential of a convex continuous function. We also consider systems with the following control constraints: multivalued mappings whose values are the closed convex hulls of the values of the original constraint and multivalued mapping whose values are the extreme points of the convexified constraint that belong to the original one. We study topological properties of the sets of admissible “trajectory–control” pairs of the system with various control constraints and clarify the relations between them. An example of a parabolic system with hysteresis and diffusion phenomena is considered in detail. Bibliography: 19 titles.     

Relaxation in nonconvex optimal control problems with subdifferential operators

We consider the minimization problem of an integral functional in a separable Hilbert space with integrand not convex in the control defined on solutions of the control system described by nonlinear evolutionary equations with mixed nonconvex constraints. The evolutionary operator of the system is the subdifferential of a proper, convex, lower semicontinuous function depending on time. Along with the initial problem, the author considers the relaxed problem with the convexicated control constraint and the integrand convexicated with respect to the control. Under sufficiently general assumptions, it is proved that the relaxed problem has an optimal solution, and for any optimal solution, there exists a minimizing sequence of the initial problem converging to the optimal solution with respect to trajectories and the functional. An example of a controlled parabolic variational inequality with obstacle is considered in detail. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 26, Nonlinear Dynamics, 2005.     

Stability of semi-infinite vector optimization problems under functional perturbations

This paper is devoted to the study of continuity properties of Pareto solution maps for parametric semi-infinite vector optimization problems (PSVO). We establish new necessary conditions for lower and upper semicontinuity of Pareto solution maps under functional perturbations of both objective functions and constraint sets. We also show that the necessary condition becomes sufficient for the lower and upper semicontinuous properties in the special case where the constraint set mapping is lower semicontinuous at the reference point. Examples are given to illustrate the obtained results.     

Existence of Neighboring Feasible Trajectories: Applications to Dynamic Programming for State-Constrained Optimal Control Problems

In this paper, the value function for an optimal control problem with endpoint and state constraints is characterized as the unique lower semicontinuous generalized solution of the Hamilton-Jacobi equation. This is achieved under a constraint qualification (CQ) concerning the interaction of the state and dynamic constraints. The novelty of the results reported here is partly the nature of (CQ) and partly the proof techniques employed, which are based on new estimates of the distance of the set of state trajectories satisfying a state constraint from a given trajectory which violates the constraint.     

An LP approach to dynamic programming principles for stochastic control problems with state constraints

We study a class of nonlinear stochastic control problems with semicontinuous cost and state constraints using a linear programming (LP) approach. First, we provide a primal linearized problem stated on an appropriate space of probability measures with support contained in the set of constraints. This space is completely characterized by the coefficients of the control system. Second, we prove a semigroup property for this set of probability measures appearing in the definition of the primal value function. This leads to dynamic programming principles for control problems under state constraints with general (bounded) costs. A further linearized DPP is obtained for lower semicontinuous costs.     

无限凸规划的约束规范条件和Farkas引理

假设X是局部凸Hausdorff拓扑向量空间,C是X的闭凸子集,T是一下标集(可以是无限集),假设{ft:t∈T}是一X到R ∪{+∞}的真凸下半连续函数簇,而f:x→R∪{+∞}是一真凸下半连续函数.     

The Hemivariational Inequalities for an Upper Semicontinuous Set-valued Mapping

We establish some existence results for hemivariational inequalities of Stampacchia type involving an upper semicontinuous set-valued mapping on a bounded, closed and convex subset in ? ⁿ . We also derive a sufficient condition for the existence and boundedness of solution, without assuming boundedness of the constraint set.     

Constraint qualifications for optimality conditions and total Lagrange dualities in convex infinite programming

For an inequality system defined by an infinite family of proper convex functions (not necessarily lower semicontinuous), we introduce some new notions of constraint qualifications. Under the new constraint qualifications, we provide necessary and/or sufficient conditions for the KKT rules to hold. Similarly, we provide characterizations for constrained minimization problems to have total Lagrangian dualities. Several known results in the conic programming problem are extended and improved.     

Existence and properties of solutions of a control system with hysteresis effect

We consider a control system described by two ordinary nonlinear differential equations subject to a control constraint given by a multivalued mapping with closed nonconvex values, which depends on the phase variables. One of the equations contains the subdifferential of the indicator function of a closed convex set depending on the unknown phase variable. The equation containing the subdifferential describes an input-output relation of hysteresis type.Along with the original control constraint, we also consider the convexified control constraint and the constraint consisting of the extremal points of the convexified control constraint.We prove the existence of solutions of our control system with various control constraints and establish certain relationships between corresponding solution sets.     

Necessary conditions for constrained optimization problems with semicontinuous and continuous data

We consider nonsmooth constrained optimization problems with semicontinuous and continuous data in Banach space and derive necessary conditions without constraint qualification in terms of smooth subderivatives and normal cones. These results, in different versions, are set in reflexive and smooth Banach spaces.

     

Optimal control problem for a stationary model of low concentrated aqueous polymer solutions

We study the existence of an optimal control for lower bounded upper semicontinuous functionals and weak solutions of a system of equations describing the stationary motions of low concentrated aqueous polymer solutions in a bounded domain with locally Lipschitz boundary.     

Hamilton-Jacobi Equations with Discontinuous Source Terms

We study the initial-value problem for a Hamilton-Jacobi equation whose Hamiltonian is discontinuous with respect to state variables. Our motivation comes from a model describing the two dimensional nucleation in crystal growth phenomena. A typical equation has a semicontinuous source term. We introduce a new notion of viscosity solutions and prove among other results that the initial-value problem admits a unique global-in-time uniformly continuous solution for any bounded uniformly continuous initial data. We also give a representation formula of the solution as a value function by the optimal control theory with a semicontinuous running cost function.     

Continuity in the parameter of the minimum value of an integral functional over the solutions of an evolution control system

The problem of minimization of an integral functional with an integrand that is nonconvex with respect to the control is considered. We minimize our functional over the solution set of a nonlinear evolution control system with a time-dependent subdifferential operator in a Hilbert space. The control constraint is given by a nonconvex closed bounded set. The integrand, the control constraint, the initial conditions and the operators in the equation describing the control system all depend on a parameter. We consider, along with the original problem, the problem of minimizing an integral functional with an integrand convexified with respect to the control over the solution set of the same system, but now subject to the convexified control constraint. By a solution of the control system we mean a “trajectory–control” pair. We prove that for each value of the parameter the convexified problem has a solution, which is the limit of a minimizing sequence of the original problem, and the minimum value of the functional of the convexified problem is a continuous function of the parameter.     

约束锥扰动多目标规划锥有效解集的闭性和半连续性

本文研究拓扑向量空间中目标映射和约束映射均为连续,约束映射的约束锥为半连续的条件下,受扰动可达目标集的锥有效点集和锥弱有效点集的闭性、半连续性和锥半连续性.在此基础上,得到了约束锥扰动多目标规划问题的锥有效解集和锥弱有效解集的闭性和半连续性.     

Generalized abstract economy and systems of generalized vector quasi-equilibrium problems

The present paper is in two-fold. The first fold is devoted to the existence theory of equilibria for generalized abstract economy with a lower semicontinuous constraint correspondence and a fuzzy constraint correspondence defined on a noncompact/nonparacompact strategy set. In the second fold, we consider systems of generalized vector quasi-equilibrium problems for multivalued maps (for short, SGVQEPs) which contain systems of vector quasi-equilibrium problems, systems of generalized mixed vector quasi-variational inequalities and Debreu-type equilibrium problems for vector valued functions as special cases. By using the results of first fold, we establish some existence results for solutions of SGVQEPs.     

Structure of Solutions of Discrete Time Optimal Control Problems in the Regions Close to the Endpoints

We study the structure of approximate solutions of an autonomous nonconcave discrete-time optimal control system with a compact metric space of states. This control system is described by a bounded upper semicontinuous objective function which determines an optimality criterion. In our recent research we showed that approximate solutions are determined mainly by the objective function, and are essentially independent of the choice of time interval and data, except in regions close to the endpoints of the time interval. In the present paper we study the structure of approximate solutions in regions close to the endpoints of the time intervals.     

A Fixed-Point Theorem and Equilibria of Abstract Economies with Weakly Upper Semicontinuous Set-Valued Maps

The main purpose of this paper is to introduce the notion of weakly upper semicontinuous set-valued maps and to establish a new fixed-point theorem. The set-valued maps with an approximating upper semicontinuous selection property are also defined. Next, we use our fixed-point result to obtain equilibrium existence in abstract economies with two constraints, which provide a natural scenario for potential applications of our approach to general equilibrium theory. In this regard, we set models of economies with asymmetric informed agents, who are able to improve their initial information through market signals. These economies offer examples in which the informational feasibility requirement represents an additional constraint.     

A new constraint qualification for the formula of the subdifferential of composed convex functions in infinite dimensional spaces

In this paper we work in separated locally convex spaces where we give equivalent statements for the formulae of the conjugate function of the sum of a convex lower‐semicontinuous function and the precomposition of another convex lower‐semicontinuous function which is also K ‐increasing with a K ‐convex K ‐epi‐closed function, where K is a nonempty closed convex cone. These statements prove to be the weakest constraint qualifications given so far under which the formulae for the subdifferential of the mentioned sum of functions are valid. Then we deliver constraint qualifications inspired from them that guarantee some conjugate duality assertions. Two interesting special cases taken from the literature conclude the paper. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convex conjugates of integral functionals

We consider a convex integral functional on a functional space V andcompute its greatest extension to the algebraic bidual space V^**, among all convex functions which are lower semicontinuous with respect tothe *-weak topology o(V^** ; V^*).Such computations are usually performed to extend these functionals to sometopological closures. In the present paper, no a priori topological restrictionsare imposed on the extended domain. As a consequence, this extended functionalis a valuable first step for the computation of the exact shape of the minimizersof the conjugate convex integral functional subject to a convex constraint,in full generality: without constraint qualification. These convex integralfunctionals are sometimes called entropies, divergences or energies. Our proofsmainly rely on basic convex duality and duality in Orlicz spaces.     

Zero-sum state constrained differential games: existence of value for Bolza problem

We prove the existence of a lower semicontinuous value function for Bolza problem in differential games with state-constraints. As a byproduct, we obtain a new estimation of trajectories of a control system by trajectories with state constraints. This result which could be interesting by itself enables us to build a suitable strategy for constrained differential games. We also characterize the value function by means of viscosity solutions and give conditions under which the value function is locally Lipschitz continuous.Work supported by the European Community’s Human Potential Program under contract HPRN-CT-2002-00281, [Evolution Equations].