Optimality conditions for distributed parameter systems using Dubovitskii--Milyutin's theorem with incomplete information about the initial conditions
Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Optimal control, Tome 178 (2020), pp. 3-19.

Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper, we consider an optimal control problem for a system described by a linear partial differential equation of the parabolic type with Neumann's boundary condition. We impose some constraints on the control. The performance functional has the integral form. The control time $T$ is fixed. The initial condition is not given by a known function but belongs to a certain set (incomplete information about the initial state). To obtain optimality conditions for the Neumann problem, the generalization of the Dubovitskii–Milyutin theorem was applied. The problem formulating in this paper describes the process of optimal heating, of which we do not have exact information about the initial temperature on the heating object. We present an example in which the admissible controls and one of initial conditions are given by means of the norm constraints too.
Keywords: optimal control problem, Neumann problem, second-order parabolic operator, Dubovitskii—Milyutin theorem, conical approximations, optimality conditions.
@article{INTO_2020_178_a0,
     author = {G. Bahaa},
     title = {Optimality conditions for distributed parameter systems using {Dubovitskii--Milyutin's} theorem with incomplete information about the initial conditions},
     journal = {Itogi nauki i tehniki. Sovremenna\^a matematika i e\"e prilo\v{z}eni\^a. Temati\v{c}eskie obzory},
     pages = {3--19},
     publisher = {mathdoc},
     volume = {178},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTO_2020_178_a0/}
}
TY  - JOUR
AU  - G. Bahaa
TI  - Optimality conditions for distributed parameter systems using Dubovitskii--Milyutin's theorem with incomplete information about the initial conditions
JO  - Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory
PY  - 2020
SP  - 3
EP  - 19
VL  - 178
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/INTO_2020_178_a0/
LA  - ru
ID  - INTO_2020_178_a0
ER  - 
%0 Journal Article
%A G. Bahaa
%T Optimality conditions for distributed parameter systems using Dubovitskii--Milyutin's theorem with incomplete information about the initial conditions
%J Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory
%D 2020
%P 3-19
%V 178
%I mathdoc
%U http://geodesic.mathdoc.fr/item/INTO_2020_178_a0/
%G ru
%F INTO_2020_178_a0
G. Bahaa. Optimality conditions for distributed parameter systems using Dubovitskii--Milyutin's theorem with incomplete information about the initial conditions. Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Optimal control, Tome 178 (2020), pp. 3-19. http://geodesic.mathdoc.fr/item/INTO_2020_178_a0/

[1] Girsanov I. V., Lektsii po matematicheskoi teorii ekstremalnykh zadach, Izd-vo MGU, M., 1970

[2] Dubinskii Yu. A., “Prostranstva Soboleva beskonechnogo poryadka i povedenie reshenii nekotorykh kraevykh zadach pri neogranichennom vozrastanii poryadka uravneniya”, Mat. sb., 98 (140):2 (10) (1975), 163–184 | MR

[3] Dubinskii Yu. A., “Netrivialnost prostranstv Soboleva beskonechnogo poryadka v sluchae polnogo evklidova prostranstva i tora”, Mat. sb., 100 (142):3 (7) (1976), 436–446 | MR

[4] Dubovitskii A. Ya., Milyutin A. A., “Zadachi na ekstremum pri nalichii ogranichenii”, Dokl. AN SSSR., 149:4 (1963), 759–762 | Zbl

[5] Dubovitskii A. Ya., Milyutin A. A., “Zadachi na ekstremum pri nalichii ogranichenii”, Zh. vychisl. mat. mat. fiz., 5:3 (1965), 395–453 | MR

[6] Lions Zh.-L., Optimalnoe upravlenie sistemami, opisyvaemymi uravneniyami v chastnykh proizvodnykh, Mir, M., 1972

[7] Lions Zh.-L., Madzhenes E., Neodnorodnye granichnye zadachi i ikh prilozheniya, Mir, M., 1971

[8] Bahaa G. M., “Quadratic Pareto optimal control of parabolic equation with state-control constraints and an infinite number of variables”, IMA J. Math. Control Inform., 20 (2003), 167–178 | DOI | MR | Zbl

[9] Bahaa G. M., “Time-optimal control problem for parabolic equations with control constraints and infinite number of variables”, IMA J. Math. Control Inform., 22 (2005), 364–375 | DOI | MR | Zbl

[10] Bahaa G. M., “Optimal control for cooperative parabolic systems governed by Schrödinger operator with control constraints”, IMA J. Math. Control Inform., 24 (2007), 1–12 | DOI | MR | Zbl

[11] Bahaa G. M., “Optimal control problems of parabolic equations with an infinite number of variables and with equality constraints”, IMA J. Math. Control Inform., 25 (2008), 37–48 | DOI | MR | Zbl

[12] Bahaa G. M., “Boundary control problem of infinite order distributed hyperbolic systems involving time lags”, Intel. Control Automat., 3:3 (2012), 211–221 | DOI

[13] Bahaa G. M., “Optimality conditions for infinite order distributed parabolic systems with multiple time delays given in integral form”, J. Appl. Math., 2012 (2012), 1–25 | MR

[14] Bahaa G. M., “Fractional optimal control problem for variational inequalities with control constraints”, IMA J. Math. Control Inform., 33:3 (2016), 1–16 | MR

[15] Bahaa G. M., “Fractional optimal control problem for differential system with control constraints”, Filomat., 30:8 (2016), 2177–2189 | DOI | MR | Zbl

[16] Bahaa G. M., “Fractional optimal control problem for infinite order system with control constraints”, Adv. Differ. Equations., 2016, 250 | DOI | MR | Zbl

[17] Bahaa G. M., “Fractional optimal control problem for differential system with delay argument”, Adv. Differ. Equations., 2017, 69 | DOI | MR | Zbl

[18] Bahaa G. M., Kotarski W., “Optimality conditions for $n\times n$ infinite order parabolic coupled systems with control constraints and general performance index”, IMA J. Math. Control Inform., 25 (2008), 49–57 | DOI | MR | Zbl

[19] Bahaa G. M., Kotarski W., “Time-optimal control of infinite order distributed parabolic systems involving multiple time-varying lags”, Numer. Funct. Anal. Optim., 2016, no. 9, 1066–1088 | DOI | MR | Zbl

[20] Bahaa G. M. and Tharwat M. M., “Optimal control problem for infinite variables hyperbolic systems with time lags”, Arch. Control Sci., 21:4 (2011), 373–393 | DOI | MR | Zbl

[21] Bahaa G. M. and Tharwat M. M., “Time-optimal control of infinite order parabolic system with time lags given in integral form”, J. Inform. Optim. Sci., 33:2-3 (2012), 233–258 | MR

[22] Bahaa G. M. and Tharwat M. M., “Optimal boundary control for infinite variables parabolic systems with time lags given in integral form”, Iran. J. Sci. Technol., A3 (2012), 277–291 | MR | Zbl

[23] Kotarski W., “Some problems of optimal and Pareto optimal control for distributed parameter systems”, Rep. Silesian Univ., 1997, no. 1668, 1–93 | MR

[24] Kotarski W., El-Saify H. A., Bahaa G. M., “Optimal control of parabolic equation with an infinite number of variables for non-standard functional and time delay”, IMA J. Math. Control Inform., 19:4 (2002), 461–476 | DOI | MR | Zbl

[25] Kowalewski A., Kotarski W., “On application of Milutin–Dubovicki's theorem to an optimal control problem for systems described by partial differential equations of hyperbolic type with time delay”, Systems Sci., 7:1 (1981), 55–74 | MR | Zbl

[26] Tröltzsch F., Optimality conditions for parabolic control problems and applications, Teubner, Leipzig, 1984 | MR | Zbl

[27] Walczak S., “One some control problems”, Acta Univ. Lodz. Folia Math., 1 (1984), 187–196 | MR | Zbl

[28] Walczak S., “Some properties of cones in normed spaces and their application investigating extremal problems”, J. Optim. Theory Appl., 42:2 (1984), 561–582 | DOI | MR | Zbl

[29] Wang P. K. C., “Optimal control of parabolic systems with boundary conditions involving time delay”, SIAM J. Control., 13 (1975), 274–293 | DOI | MR | Zbl