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How to state necessary optimality conditions for control problems with deviating arguments?

Lassana SamassiRabah Tahraoui — 2008

ESAIM: Control, Optimisation and Calculus of Variations

The aim of this paper is to give a general idea to state optimality conditions of control problems in the following form: inf ( u , v ) 𝒰 a d 0 1 f t , u ( θ v ( t ) ) , u ' ( t ) , v ( t ) d t , (1) where 𝒰 a d is a set of admissible controls and θ v is the solution of the following equation: { d θ ( t ) d t = g ( t , θ ( t ) , v ( t ) ) , t [ 0 , 1 ] ; θ ( 0 ) = θ 0 , θ ( t ) [ 0 , 1 ] t . (2). The results are nonlocal and new.

On some optimal control problems governed by a state equation with memory

Guillaume CarlierRabah Tahraoui — 2008

ESAIM: Control, Optimisation and Calculus of Variations

The aim of this paper is to study problems of the form: i n f ( u V ) J ( u ) with J ( u ) : = 0 1 L ( s , y u ( s ) , u ( s ) ) d s + g ( y u ( 1 ) ) where is a set of admissible controls and is the solution of the Cauchy problem: x ˙ ( t ) = f ( . , x ( . ) ) , ν t + u ( t ) , t ( 0 , 1 ) , x ( 0 ) = x 0 and each ν t is a nonnegative measure with support in . After studying the Cauchy problem, we establish existence of minimizers, optimality conditions (in particular in the form of a nonlocal version of the Pontryagin principle) and prove some regularity results. We also consider the more general case where the control also enters...

Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory

Guillaume CarlierRabah Tahraoui — 2010

ESAIM: Control, Optimisation and Calculus of Variations

This article is devoted to the optimal control of state equations with memory of the form: x ˙ ( t ) = F ( x ( t ) , u ( t ) , 0 + A ( s ) x ( t - s ) d s ) , t > 0 , with initial conditions x ( 0 ) = x , x ( - s ) = z ( s ) , s > 0 . Denoting by y x , z , u the solution of the previous Cauchy problem and: v ( x , z ) : = inf u V { 0 + e - λ s L ( y x , z , u ( s ) , u ( s ) ) d s } where V is a class of admissible controls, we prove that v is the only viscosity solution of an Hamilton-Jacobi-Bellman equation of the form: ...

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