Existence and uniqueness of optimal control
Monitoring distributed parameters systems
Article REF: AF1372 V1
Existence and uniqueness of optimal control
Monitoring distributed parameters systems

Author : Jean-Pierre YVON

Publication date: April 10, 2009 | Lire en français

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2. Existence and uniqueness of optimal control

2.1 Overall result

The simplest situation is when the control space U is a real Hilbert space, the cost function J being defined on U (or possibly part of U ). A general theorem on the existence and uniqueness of optimal control is as follows:

Theorem 1....

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