Optimization of controlled evolution equations under indeterminacy conditions

Abstract

The min-max problem is studied for controlled evolution equations with indeterminacy in the initial conditions. First we establish the existence of optimal controls and then we examine the changes in the value of the problem as we vary its data (sensitivity analysis). Two examples of parabolic control systems are formulated in detail.

Additional information

Notes on contributors

NIKOLAOS S. PAPAGEORGIOU

The author is presently on leave at the Department of Applied Mathematics, Florida Institute of Technology, 150 West University Blvd, Melbourne, FL 32901-6988, U.S.A.