Skip to main content

Existence Theorems for Lagrange and Pontryagin Problems of The Calculus of Variations and Optimal Control. More Dimensional Extensions in Sobolev Spaces

  • Chapter
Calculus of Variations, Classical and Modern

Part of the book series: C.I.M.E. Summer Schools ((CIME,volume 39))

  • 1527 Accesses

Abstract

Let A be a closed subset of the tx-space E1 × En, t∈E1, x = (x1,…xn)∈En and for each (t, x)∈A, let U(t,x) be a closed subset of the u-space Em, u = (u1,…,um). We do not exclude that A coincides with the whole tx-space and that U coincides with the whole u-space. Let M denote the set of all (t, x, u) with (t, x)∈A. u∈U(t, x). Let f(t, x, u) = (f0, f) = (f0, f1,…, fn) be a continuous vector function from M into En+1. Let Bbe a closed subset of points (t1x1,t2,x2)of E2n+2, x1 = (x1 1,…x1 n, x2 = (x2 1,…x2 n.We shall consider the class of all pairs x(t), u(t), t1 ≤t≤t2, of vector functions x(t), u(t) satisfying the following conditions :

  1. (a)

    x(t) is absolutely continuous (AC) in [t1, t2];

  2. (b)

    u(t) is measurable in [t1, t2];

  3. (c)

    (t,x(t))∈A for every t∈[t1, t2];

  4. (d)

    u(t)∈U(t, x(t)) almost everywhere (a.e.) in [t1, t2];

  5. (e)

    f0 (t,x(t), u(t)) is L-integrable in[t1, t2];

  6. (f)

    dx/dt / f(t, x(t), u(t)) a.ein [t1, t2];

  7. (g)

    (t 1,x(t 1), t 2, x(t 2))∈B.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 49.95
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. L. Cesari, (a) Semicontinuità del calcolo delle variazioni, Annali Scuola Normale Sup. Pisa, 14, 1964, 389–423

    MathSciNet  Google Scholar 

  2. L. Cesari, Un teorema di esistenza in problemi di controlli ottimi, Ibid, 1965, 35–78

    MathSciNet  Google Scholar 

  3. L. Cesari, An existence theorem in problems of optimal control, J.SIAM Control, (A) 3 1965, 7–22

    MathSciNet  MATH  Google Scholar 

  4. L. Cesari, Existence theorems for optimal solutions in Pontryagin and Lagrange problems, J. SIAM Control, (A) 3 1965, 475–498

    MathSciNet  Google Scholar 

  5. L. Cesari, Existence theorems for generalized and usual optimal solutions in Lagrange problems with unilateral constraints. I and II. Trans. Amer Math. Soc., to appear

    Google Scholar 

  6. L. Cesari, Existence theorems for multidimensional problems of optimal control. Conference in Differential Equations, Mayaguez, Puerto Rico, December 1965, to appear.

    Google Scholar 

  7. A. F. Filippov, On certain questions in the theory of optimal control, Vestnik Moskov. Univ. Ser. Mat. Mech. Astr. 2, 1959, 25–32 (Russian). English translation in J. SIAM control (A), 1, 1962, 26–34.

    Google Scholar 

  8. R. V. Gamkrelidze, On sliding optimal regimes, Dokl. Akad. Nauk USSR 143, 1962, 1243–1245 (Russian). English translation in Soviet Math. Doklady 3, 1962, 390–395.

    MathSciNet  Google Scholar 

  9. J. R. LaPalm, Existence analysis in problems of optimal control with closed control space and exceptional sets. A. Ph.D. thesis at the University of Michigan, Ann Arbor, Michigan, 1966.

    Google Scholar 

  10. L. Markus and E.B. Lee, Optimal control for nonlinear processes, Arch, Rational Mech. Anal. 8, 1961, 36–58.

    Article  MathSciNet  MATH  Google Scholar 

  11. E. J. McShane, (a) Curve-space topologies associated with variational problems, Ann. Scuola Norm. Sup. Pisa, (2) 9, 1940, 45–60. (b) Generalized curves, Duke Math. J., 6, 1940, 513–536. (c) Necessary conditions in the generalized-curve problem of the calculues of variations, Ibid., 7, 1940, 1–27 (d) Existence theorems for Bolza problems in the calculus of variations, Ibid, 28–61. (e) A metric in the space of generalized curves, Ann. of Math?, (2) 52, 1950, 328–349.

    MathSciNet  MATH  Google Scholar 

  12. E. J. McShane, Generalized curves, Duke Math. J., 6, 1940, 513–536.

    Article  MathSciNet  Google Scholar 

  13. E. J. McShane, Necessary conditions in the generalized-curve problem of the calculues of variations, Ibid., 7, 1940, 1–27

    Article  MathSciNet  Google Scholar 

  14. E. J. McShane, Existence theorems for Bolza problems in the calculus of variations, Ibid., 1940, 28–61.

    Article  MathSciNet  Google Scholar 

  15. E. J. McShane, A metric in the space of generalized curves, Ann. of Math?, (2) 52, 1950, 328–349.

    Article  MathSciNet  Google Scholar 

  16. C.B. Morrey, (a) Multiple integral problems in the calculus of variations, Univ. of California Publ. in Math. 1, 1943, 1–30;

    MathSciNet  Google Scholar 

  17. C.B. Morrey, Multiple integrals in the calculus of variations, Grundl, Math. Wiss. Bd. 130, Springer 1966.

    Google Scholar 

  18. M.Nagumo, Uber die gleichmässige Summierbarkeit und ihre Anwendung auf ein Variation problem. Japanese Journ, Math. 6, 1929, 173–182.

    Google Scholar 

  19. A.Plis, Trajectories and quasi trajectories of an orientor field. Bull. Acad. Pol. Sci., 11, 1963, 369–370.

    MathSciNet  MATH  Google Scholar 

  20. L.S. Pontryagin, Optimal control processes, Uspehi Mat. Nauk 14, 1 (85), 1959, 3–20. English Translation in Amer. Math. Soc. Transl. (2), 1961, 321–339.

    MathSciNet  Google Scholar 

  21. L.S. Pontryagin, V. C. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko, The mathematical theory of optimal processes, Gosudarst. Moscow 1961. English translations: Interscience 1962; Pergamon Press 1964.

    MATH  Google Scholar 

  22. E. H. Rothe, An existence theorem in the calculus of variations based on Sobolev's imbedding theorems. Archive Rat. Mech. Anal. 21., 1966, 151–162.

    Article  MathSciNet  MATH  Google Scholar 

  23. E. Roxin, The existence of optimal controls, Mich. Math. J., 9, 1962, 109–119.

    Article  MathSciNet  MATH  Google Scholar 

  24. S.Saks, Theory of integral, Monogr. Matem, 1937.

    Google Scholar 

  25. S. L. Sobolev, Applications of functional analysis in mathematical physics, Amer, Math. Soc. Translation, Providence, R. I., 1963.

    MATH  Google Scholar 

  26. L. Tonelli, Sugli integrali del calcolo delle variazioni in forma ordinaria, Annali Scuola Normale Sup. Pisa, (2) 3, 1934, 401–450. Opere Scelte, Cremonese, Roma 1962, 7 192–254;

    MATH  Google Scholar 

  27. l. Tonelli, Un teorema di calcolo delle variazioni, Rend. Accad. Lincei, 15 1932, 417–423. Opere Scelte, 3 84–91;

    MATH  Google Scholar 

  28. L. Tonelli, Fondamenti di calcolo delle variazioni, Zanichelli, Bologna 1921–23.

    Google Scholar 

  29. L. Turner, The direct method in the calculus of variations, A. Ph.D. thesis at Purdue University, Lafayette, Indiana, 1957.

    Google Scholar 

  30. A, Turowicz, Sur les trajectoires et quasi trajectoires des systèmes de commande non linéaires. Bull. Acad. Pol. Sci. 10, 1962, 529–531

    MathSciNet  MATH  Google Scholar 

  31. A, Turowicz, Sur les zones d'émission des trajectoirės et des quasi trajectoires des systèmes de commande non linéaires. Ibid., 11, 1963, 47–50.

    MathSciNet  MATH  Google Scholar 

  32. J. Warga, Relaxed, variational problems, J. Math. Anal. Appl.4 1962, 111–128.

    Article  MathSciNet  MATH  Google Scholar 

  33. T. Wazewski, Sur une généralization de la notion des solutions d'une équation au contingent, Bull. Acad. Polon. Sci.10, 1962 11–15

    MathSciNet  MATH  Google Scholar 

  34. T. Wazewski, Sur les systèmes de commande non linéaires dont le contredomaine de command n'est pas forcément convexe, Ibid., 10, 1962, 17–21.

    MathSciNet  MATH  Google Scholar 

  35. L. C. Young, Generalizedcurves and the calculus of variations, C.R.Soc. Sci. Varsovie, (3),30, 1937, 212–234.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

R Conti (Coordinatore)

Rights and permissions

Reprints and permissions

Copyright information

© 2010 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Cesari, L. (2010). Existence Theorems for Lagrange and Pontryagin Problems of The Calculus of Variations and Optimal Control. More Dimensional Extensions in Sobolev Spaces. In: Conti, R. (eds) Calculus of Variations, Classical and Modern. C.I.M.E. Summer Schools, vol 39. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11042-9_3

Download citation

Publish with us

Policies and ethics