Uniform boundedness for the optimal controls of a discontinuous, non-convex Bolza problem
We consider a Bolza type optimal control problem of the form [see formula in PDF] Subject to: [see formula in PDF] where Λ( s , y , u ) is locally Lipschitz in s , just Borel in ( y , u ), b has at most a linear growth and both the Lagrangian Λ and the end-point cost function g may take the value +∞...
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| Published in | ESAIM. Control, optimisation and calculus of variations Vol. 29; p. 12 |
|---|---|
| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Les Ulis
EDP Sciences
2023
|
| Subjects | |
| Online Access | Get full text |
| ISSN | 1292-8119 1262-3377 1262-3377 |
| DOI | 10.1051/cocv/2022079 |
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| Summary: | We consider a Bolza type optimal control problem of the form
[see formula in PDF]
Subject to:
[see formula in PDF]
where Λ(
s
,
y
,
u
) is locally Lipschitz in
s
, just Borel in (
y
,
u
),
b
has at most a linear growth and both the Lagrangian Λ and the end-point cost function
g
may take the value +∞. If
b
≡ 1,
g
≡ 0, (
P
t, x
) is the classical problem of the Calculus of Variations. We suppose the validity of a slow growth condition in
u
, introduced by Clarke in 1993, including Lagrangians of the type
[see formula in PDF] and [see formula in PDF] and the superlinear case. We show that, if Λ is real valued, any family of optimal pairs (
y
*,
u
*) for (P
t,x
) whose energy
J
t
(
y
*,
u
*) is equi-boundcd as (
t, x
) vary in a compact set, has
L
∞
– equibounded controls. Moreover, if Λ is extended valued, the same conclusion holds under an additional lower semicontinuity assumption on (
s, u
) ↦ Λ(
s, y, u
) and requiring a condition on the structure of the effective domain. No convexity, nor local Lipschitzianity is assumed on the variables (
y, u
). As an application we obtain the local Lipschitz continuity of the value function under slow growth assumptions. |
|---|---|
| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ISSN: | 1292-8119 1262-3377 1262-3377 |
| DOI: | 10.1051/cocv/2022079 |