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Article Dans Une Revue Mathematics of Operations Research Année : 2020

Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces

Nobusumi Sagara
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Résumé

We investigate the value function of an infinite horizon variational problem in the infinite-dimensional setting. Firstly, we provide an upper estimate of its Dini-Hadamard subdifferential in terms of the Clarke subdifferential of the Lipschitz continuous integrand and the Clarke normal cone to the graph of the set-valued mapping describing dynamics. Secondly, we derive a necessary condition for optimality in the form of an adjoint inclusion that grasps a connection between the Euler-Lagrange condition and the maximum principle.
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hal-03005905 , version 1 (14-11-2020)

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  • HAL Id : hal-03005905 , version 1

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Hélène Frankowska, Nobusumi Sagara. Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces. Mathematics of Operations Research, In press. ⟨hal-03005905⟩
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