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Evolution Equations for Deterministic and Stochastic Systems

Existence and lipschitzianity of optimal trajectories for the Bolza optimal control problem

speaker: Elsa Maria Marchini (Università di Milano-Bicocca, Dipartimento di Matematica e Applicazioni)

abstract: We investigate existence and Lipschitzianity of optimal trajectories for the Bolza optimal control problem under Tonelli's type growth condition. In the case of problems with state constraints, assuming that there exists a solution, we prove that the optimal trajectory is Lipschitzian. As a corollary, we obtain Lipschitzianity of minimizers for the non autonomous classical problem of the Calculus of Variations with discontinuous Lagrangian. We also provide a new sufficient condition for existsnce and Lipschitzianity of optimnal solutions for Bolza optimal control problems with end point constraints.

timetable:
Thu 26 May, 14:30 - 15:10, Aula Dini
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