Displaying similar documents to “Scorza-Dragoni's Theorem for Unbounded Set-Valued Functions and its Applications to Control Problems”

On the existence of optimal controls for nonlinear infinite dimensional systems

Antonella Fiacca, Nikolaos S. Papageorgiou, Francesca Papalini (1998)

Czechoslovak Mathematical Journal

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We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.

Optimization of Discrete-Time, Stochastic Systems

Papageorgiou, Nikolaos (1995)

Serdica Mathematical Journal

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* This research was supported by a grant from the Greek Ministry of Industry and Technology. In this paper we study discrete-time, finite horizon stochastic systems with multivalued dynamics and obtain a necessary and sufficient condition for optimality using the dynamic programming method. Then we examine a nonlinear stochastic discrete-time system with feedback control constraints and for it, we derive a necessary and sufficient condition for optimality which we then use...