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

Autor: Frankowska, Hélène, Sagara, Nobusumi
Rok vydání: 2018
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Databáze: arXiv