Discrete Approximations, Relaxation, and Optimization of One-Sided Lipschitzian Differential Inclusions in Hilbert Spaces

نویسندگان

  • Tzanko Donchev
  • Elza Farkhi
  • Boris S. Mordukhovich
  • TZANKO DONCHEV
  • ELZA FARKHI
چکیده

We study discrete approximations of nonconvex differential inclusions in Hilbert spaces and dynamic optimization/optimal control problems involving such differential inclusions and their discrete approximations. The underlying feature of the problems under consideration is a modified one-sided Lipschitz condition imposed on the right-hand side (i.e., on the velocity sets) of the differential inclusion, which is a significant improvement of the conventional Lipschitz continuity. Our main attention is paid to establishing efficient conditions that ensure the strong approximation (in the W 1•P-norm asp 2': 1) of feasible trajectories for the one-sided Lipschitzian differential inclusions under. consideration by those for their discrete approximations and also the strong convergence of optimal solutions to the corresponding dynamic optimization problems under discrete approximations. To proceed with the latter issue, we derive a new extension of the Bogolyubov-type relaxation/ density theorem to the case of differential inclusions satisfying the modified one-sided Lipschitzian condition. All the results obtained are new not only in the·infinite-dimensional Hilbert space framework but also in finite-dimensional spaces.

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تاریخ انتشار 2014