Loading [MathJax]/extensions/MathZoom.js
We investigate the existence of solutions of the Dirichlet problem for the differential inclusion for a.e. y ∈ Ω, which is a generalized Euler-Lagrange equation for the functional . We develop a duality theory and formulate the variational principle for this problem. As a consequence of duality, we derive the variational principle for minimizing sequences of J. We consider the case when G is subquadratic at infinity.
Given a deterministic optimal control problem (OCP) with value function, say , we introduce a linear program and its dual whose values satisfy . Then we give conditions under which (i) there is no duality gap
For a multidimensional control problem involving controls , we construct a dual problem in which the variables ν to be paired with u are taken from the measure space rca (Ω,) instead of . For this purpose, we add to a Baire class restriction for the representatives of the controls u. As main results, we prove a strong duality theorem and saddle-point conditions.
Currently displaying 1 –
6 of
6