Optimal control of nonlinear evolution equations

Nikolaos S. Papageorgiou; Nikolaos Yannakakis

Discussiones Mathematicae, Differential Inclusions, Control and Optimization (2001)

  • Volume: 21, Issue: 1, page 5-50
  • ISSN: 1509-9407

Abstract

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In this paper, first we consider parametric control systems driven by nonlinear evolution equations defined on an evolution triple of spaces. The parametres are time-varying probability measures (Young measures) defined on a compact metric space. The appropriate optimization problem is a minimax control problem, in which the system analyst minimizes the maximum cost (risk). Under general hypotheses on the data we establish the existence of optimal controls. Then we pass to nonparametric systems, which are governed by nonlinear evolution equations with nonmonotone operators. We prove two existence results for such evolution inclusions, which are of independent interest and extend significantly the results existing in the literature. Then we solve time-optimal and Meyer-type optimization problems. In Section 5, we derive necessary conditions for saddle point optimality in the minimax control problem. We conclude the paper with three examples of distributed parameter control systems.

How to cite

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Nikolaos S. Papageorgiou, and Nikolaos Yannakakis. "Optimal control of nonlinear evolution equations." Discussiones Mathematicae, Differential Inclusions, Control and Optimization 21.1 (2001): 5-50. <http://eudml.org/doc/271442>.

@article{NikolaosS2001,
abstract = { In this paper, first we consider parametric control systems driven by nonlinear evolution equations defined on an evolution triple of spaces. The parametres are time-varying probability measures (Young measures) defined on a compact metric space. The appropriate optimization problem is a minimax control problem, in which the system analyst minimizes the maximum cost (risk). Under general hypotheses on the data we establish the existence of optimal controls. Then we pass to nonparametric systems, which are governed by nonlinear evolution equations with nonmonotone operators. We prove two existence results for such evolution inclusions, which are of independent interest and extend significantly the results existing in the literature. Then we solve time-optimal and Meyer-type optimization problems. In Section 5, we derive necessary conditions for saddle point optimality in the minimax control problem. We conclude the paper with three examples of distributed parameter control systems. },
author = {Nikolaos S. Papageorgiou, Nikolaos Yannakakis},
journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
keywords = {evolution triple; compact embedding; monotone operator; pseudomonotone operator; L-generalized pseudomonotonicity; integration by parts; evolution inclusion; saddle point; necessary conditions; adjoint equation; distributed parameter systems; optimal control; minimax problem; existence; necessary condition; evolution inclusions},
language = {eng},
number = {1},
pages = {5-50},
title = {Optimal control of nonlinear evolution equations},
url = {http://eudml.org/doc/271442},
volume = {21},
year = {2001},
}

TY - JOUR
AU - Nikolaos S. Papageorgiou
AU - Nikolaos Yannakakis
TI - Optimal control of nonlinear evolution equations
JO - Discussiones Mathematicae, Differential Inclusions, Control and Optimization
PY - 2001
VL - 21
IS - 1
SP - 5
EP - 50
AB - In this paper, first we consider parametric control systems driven by nonlinear evolution equations defined on an evolution triple of spaces. The parametres are time-varying probability measures (Young measures) defined on a compact metric space. The appropriate optimization problem is a minimax control problem, in which the system analyst minimizes the maximum cost (risk). Under general hypotheses on the data we establish the existence of optimal controls. Then we pass to nonparametric systems, which are governed by nonlinear evolution equations with nonmonotone operators. We prove two existence results for such evolution inclusions, which are of independent interest and extend significantly the results existing in the literature. Then we solve time-optimal and Meyer-type optimization problems. In Section 5, we derive necessary conditions for saddle point optimality in the minimax control problem. We conclude the paper with three examples of distributed parameter control systems.
LA - eng
KW - evolution triple; compact embedding; monotone operator; pseudomonotone operator; L-generalized pseudomonotonicity; integration by parts; evolution inclusion; saddle point; necessary conditions; adjoint equation; distributed parameter systems; optimal control; minimax problem; existence; necessary condition; evolution inclusions
UR - http://eudml.org/doc/271442
ER -

References

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