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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2001 Volume 192, Number 9, Pages 125–142 (Mi sm597)

Existence of an optimal control without convexity assumptions in a first-order evolution system

A. A. Tolstonogov

Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences

Abstract: An existence theorem is proved for an optimal control problem with constraints that is described by a first-order linear evolution equation, without the usual convexity assumptions relating to the control. The result is obtained by using properties of a multivalued integral and quasi-concavity conditions relating to the state variable. An example of a parabolic control system is treated at length.

UDC: 517.97

MSC: Primary 49J15, 34H05; Secondary 49J45, 49J20, 93C15

Received: 27.09.2000

DOI: 10.4213/sm597


 English version:
Sbornik: Mathematics, 2001, 192:9, 1381–1398

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