Sufficient optimality conditions for multidimensional optimal control problems with mixed constraints governed by an elliptic PDE

Abstract

In this article, the idea of a dual dynamic programming is applied to the optimal control problems with multiple integrals governed by a semi-linear elliptic PDE and mixed state-control constraints. The main result called a verification theorem provides the new sufficient conditions for optimality in terms of a solution to the dual equation of a multidimensional dynamic programming. The optimality conditions are also obtained by using the concept of an optimal dual feedback control. Besides seeking the exact minimizers of problems considered some kind of an approximation is given and the sufficient conditions for an approximated optimal pair are derived.

Keywords:

• dual feedback control
• elliptic PDE
• mixed state-control constraints
• multidimensional dual dynamic programming
• sufficient optimality conditions

2000 Mathematics Subject Classifications:

• 49K20
• 49L20
• 49N15