Optimality conditions for $\mathbb {L}^p$ problems with reflected dynamics
Dan Goreac, Juan Li, Oana-Silvia Serea, Pangbo Wang
Banach Center Publications 127 (2024), 89-107
MSC: Primary 49J45; Secondary 49N15, 90C46.
DOI: 10.4064/bc127-4
Abstract
We look into optimality considerations for control problems consisting in minimizing, for $p\in (1,\infty ]$, the $\mathbb {L}^{p}$ norms of a Borel measurable cost function, in finite time, and over all trajectories associated with a controlled dynamics which is reflected in a compact prox-regular set. This is done via the linear programming formulations of the problem inspired by the considerations in [Goreac et al., Journal of Differential Equations 290 (2021), 78–115]. The optimality conditions are given in terms of support of the optimal measures and the conditions echo the maximizers of Hamiltonians.
Authors
- Dan GoreacSchool of Mathematics and Statistics
Shandong University Weihai
Weihai 264209, P.R. China
and
École d’actuariat, Université Laval
Québec (QC), Canada
and
LAMA, Univ Gustave Eiffel, UPEM
Univ Paris Est Creteil, CNRS
F-77447 Marne-la-Vallée, France
e-mail
- Juan LiSchool of Mathematics and Statistics
Shandong University Weihai
Weihai 264209, P.R. China
e-mail
- Oana-Silvia SereaDepartment of Computer Science
Electrical Engineering and Mathematical Sciences
Western Norway University of Applied Sciences
5063 Bergen, Norway
and
Univ. Perpignan Via Domitia
Laboratoire de Mathématique et Physique, EA 4217
F-66860 Perpignan, France
e-mail
- Pangbo WangZhongtai Securities Institute for Financial Studies
Shandong University
Jinan 250100, P.R. China
e-mail