Generalized Curves and the Existence of Optimal Controls

Author(s):  
R. A. Gambill
1962 ◽  
Vol 84 (1) ◽  
pp. 13-20 ◽  
Author(s):  
L. Markus ◽  
E. B. Lee

The problem of existence of various types of optimum controls for controlling processes which are described by ordinary differential equation models is considered. The results presented enable one to test if there does exist an optimum control in the class of controls under consideration before proceeding to the construction of an optimal control.


2020 ◽  
Vol 28 (2) ◽  
pp. 93-112
Author(s):  
Abdelhakim Ninouh ◽  
Boulakhras Gherbal ◽  
Nassima Berrouis

AbstractWe wish to study a class of optimal controls for problems governed by forward-backward doubly stochastic differential equations (FBDSDEs). Firstly, we prove existence of optimal relaxed controls, which are measure-valued processes for nonlinear FBDSDEs, by using some tightness properties and weak convergence techniques on the space of Skorokhod {\mathbb{D}} equipped with the S-topology of Jakubowski. Moreover, when the Roxin-type convexity condition is fulfilled, we prove that the optimal relaxed control is in fact strict. Secondly, we prove the existence of a strong optimal controls for a linear forward-backward doubly SDEs. Furthermore, we establish necessary as well as sufficient optimality conditions for a control problem of this kind of systems. This is the first theorem of existence of optimal controls that covers the forward-backward doubly systems.


2011 ◽  
Vol 60 (5) ◽  
pp. 344-349 ◽  
Author(s):  
Khaled Bahlali ◽  
Boulekhrass Gherbal ◽  
Brahim Mezerdi

A class of optimal control problems in viscous flow is studied. Main result is the existence theorem for optimal control. Three typical flow control problems are formulated within this general class.


Sign in / Sign up

Export Citation Format

Share Document