The Existence of Optimal Controls for Problems Defined on Time Scales

Dean A. Carlson ()
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Dean A. Carlson: Mathematical Reviews

Journal of Optimization Theory and Applications, 2015, vol. 166, issue 2, No 1, 376 pages

Abstract: Abstract In this paper we investigate the existence of optimal solutions for dynamic optimization problems defined on time scales. We use the classical convexity and seminormality conditions originating in the works of L. Tonelli and E. J. McShane for problems in the calculus of variations and in the works of L. Cesari, C. Olech, R. T. Rockafellar and others for problems in optimal control theory, thus extending these classical results to optimal control problems whose states satisfy a dynamic equation on an arbitrary time scale. As applications of our results we focus on three examples of time scales—the real line, the integers and a monotone sequence of points converging to one.

Keywords: Optimal control; Existence theory; Dynamic equations on time scales; 49J21 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10957-014-0674-8

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