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The existence of optimal spaces for linear functional equations - MaRDI portal

The existence of optimal spaces for linear functional equations (Q1873477)

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scientific article; zbMATH DE number 1916135
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The existence of optimal spaces for linear functional equations
scientific article; zbMATH DE number 1916135

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    The existence of optimal spaces for linear functional equations (English)
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    25 May 2003
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    The author deals with equations for (linear) functionals and not with linear functional equations. The topic of the paper is connected with optimal control problems. Given a metric space \(C_{\text{ad}}\) (of admissible controls), a (real and separable) Hilbert space \(F\) with inner product \([\cdot,\cdot]\) together with a family \(\{F_c\}_{c\in C_{\text{ad}}}\) of closed subspaces of \(F\), the author considers a continuous linear functional \(l: F\to \mathbb{R}\). Let \(u^0_c\in F_c\) be such that \([u^0_c, v]= l(v)\) for all \(v\in F_c\). Then, given some functional \(J: C_{\text{ad}}\times F\to \mathbb{R}\), under some assumptions on \(C_{\text{ad}}\), the family of \(F_c\)'s, and on \(J\), it is shown that there is (at least) one \(c^*\in C_{\text{ad}}\) such that \(J(c^*, u^0_{c^*})\leq J(c, u^0_c)\) for all \(c\in C_{\text{ad}}\). \(c^*\) is called an optimal control and \(F_{c^*}\) an optimal space (for \(l\) with respect to \(J\)).
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    optimal control equations for functionals
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