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Optimality conditions for $\mathbb {L}^p$ problems with reflected dynamics

Volume 127 / 2024

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

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