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Well-posedness and porosity in optimal control without convexity assumptions

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Abstract.

The Tonelli existence theorem in the calculus of variations and its subsequent modifications were established for integrands f which satisfy convexity and growth conditions. In [27] we considered a class of optimal control problems which is identified with the corresponding complete metric space of integrands, say \(\mathcal{F}\). We did not impose any convexity assumptions. The main result in [27] establishes that for a generic integrand \(f \in\mathcal{F}\) the corresponding optimal control problem is well-posed. In this paper we study the set of all integrands \(f \in \mathcal{F}\) for which the corresponding optimal control problem is well-posed. We show that the complement of this set is not only of the first category but also a \(\sigma\)-porous set. The main result of the paper is obtained as a realization of a variational principle which can be applied to various classes of optimization problems.

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Received April 15, 2000 / Accepted October 10, 2000 / Published online December 8, 2000

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Zaslavski, A. Well-posedness and porosity in optimal control without convexity assumptions. Calc Var 13, 265–293 (2001). https://doi.org/10.1007/s005260000073

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  • DOI: https://doi.org/10.1007/s005260000073

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