On infinite-dimensional variational problems

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Abstract

We consider an extremal problem for the functional f(u) = (Latin small letter esh sign)XΦ(x, u(x), A(u)(x)) μ(dx) where X is a Banach spase, μ is a smooth measure on X, A is a map from a functional space B1(X) to a functional space B2(X), and extend the main results of classical calculus of variations to the case under consideration. The infinite-dimensional analogs of the Euler-Lagrange equation, the Noether theorem, the canonical Hamilton system are obtained. The illustrations of these results for A(u)(x) = u′(x) and A(u)(x) = 〈z(x), ∇〉u(x) (where z(x) is a vector field) are given. The example related to the stochastic optimal control theory is considered.

Original languageEnglish
Pages (from-to)47-71
JournalStochastic Analysis and Applications
Volume14
Issue number1
StatePublished - 1996

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