Uniform boundedness for the optimal controls of a discontinuous, non-convex Bolza problem
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{P}\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 is locally Lipschitz in , just Borel in , has at most a linear growth and both the Lagrangian and the running cost function may take the value . If and problem (P) is the classical one of the calculus of variations. We suppose the validity a slow growth condition in , introduced by Clarke in 1993, including Lagrangians of the type and and the superlinear case. If is real valued, any family of optimal pairs for (P) whose energy is equi-bounded as vary in a compact set, has -- equibounded optimal controls. If is extended valued, the same conclusion holds under an additional lower semicontinuity assumption on and on the structure of the effective domain. No convexity, nor local Lipschitz continuity is assumed on the variables . 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