English

Uniform boundedness for the optimal controls of a discontinuous, non-convex Bolza problem

Optimization and Control 2022-01-19 v1

Abstract

We consider a Bolza type optimal control problem of the form \begin{equation}\min J_{t}(y,u):=\int_t^T\Lambda(s,y(s), u(s))\,ds+g(y(T))\tag{Pt,x_{t,x}}\end{equation} Subject to: \begin{equation}\label{tag:admissible}\tag{D}\begin{cases} y\in AC([t,T];\mathbb R^n)\\y'=b(y)u\text{ a.e. } s\in [t,T], \,y(t)=x\\u(s)\in \mathcal U\text{ a.e. } s\in [t,T],\, y(s)\in \mathcal S\,\,\forall s\in [t,T], \end{cases} \end{equation} where Λ(s,y,u)\Lambda(s,y,u) is locally Lipschitz in ss, just Borel in (y,u)(y,u), bb has at most a linear growth and both the Lagrangian Λ\Lambda and the running cost function gg may take the value ++\infty. If b1b\equiv 1 and g0g\equiv 0 problem (Pt,x_{t,x}) is the classical one of the calculus of variations. We suppose the validity a slow growth condition in uu, introduced by Clarke in 1993, including Lagrangians of the type Λ(s,y,u)=1+u2\Lambda(s,y,u)=\sqrt{1+|u|^2} and Λ(s,y,u)=uu\Lambda(s,y,u)=|u|-\sqrt{|u|} and the superlinear case. If Λ\Lambda is real valued, any family of optimal pairs (y,u)(y_*, u_*) for (Pt,x_{t,x}) whose energy Jt(y,u)J_t(y_*, u_*) is equi-bounded as (t,x)(t,x) vary in a compact set, has LL^\infty -- equibounded optimal controls. If Λ\Lambda is extended valued, the same conclusion holds under an additional lower semicontinuity assumption on (s,u)Λ(s,y,u)(s,u)\mapsto\Lambda(s,y,u) and on the structure of the effective domain. No convexity, nor local Lipschitz continuity is assumed on the variables (y,u)(y,u). As an application we obtain the local Lipschitz continuity of the value function under slow growth assumptions.

Keywords

Cite

@article{arxiv.2201.06158,
  title  = {Uniform boundedness for the optimal controls of a discontinuous, non-convex Bolza problem},
  author = {Piernicola Bettiol and Carlo Mariconda},
  journal= {arXiv preprint arXiv:2201.06158},
  year   = {2022}
}

Comments

arXiv admin note: text overlap with arXiv:2107.02768