DOI: 10.68381/jca13029 ISSN: 0944-6532

Existence and Relaxation Theorems for Unbounded Differential Inclusions

A. Ioffe

We are interested in the existence of solutions of the differential inclusion

{\dot x}\in F(t,x) x ˙ ∈ F ( t , x )
on the given time interval, say
[0,1] [ 0 , 1 ]
. Here
F F
is a set-valued mapping from
[0,1]\times \mathbf{R}^n [ 0 , 1 ] × R n
into
\mathbf{R}^n R n
(we shall write
F: [0,1] \times \mathbf{R}^n \rightrightarrows \mathbf{R}^n F : [ 0 , 1 ] × R n ⇉ R n
in what follows) with closed values which will be assumed nonempty whenever necessary. The classical theorems of Filippov and Wazewski theorem uses, as the main assumption characterizing the dependence of
F F
on
x x
, the standard Lipschitz condition
h(F(t,x),F(t,x'))\le k(t)\| x-x'\|, h ( F ( t , x ) , F ( t , x ′ ) ) ≤ k ( t ) ∥ x − x ′ ∥ ,
where
h(P,Q) h ( P , Q )
stands for the Hausdorff distance from
P P
to
Q Q
. This condition, quite reasonable when
F F
is bounded-valued, becomes unacceptably strong if the values of
F F
can be unbounded. Meanwhile unboundedness of the values of the right-hand side set-valued mapping is a fairly natural property of differential inclusions which appear in optimal control problems, e.g. when we deal with a Mayer problem obtained as a result of reformulation of a problem with integral functional. The main purpose of this note is to provide an existence theorem with a weaker version of the Lipschitz condition which is “more acceptable” when the values of
F F
are unbounded. This condition which could be characterized as a “global” version of Aubin's pseudo-Lipschitz property is very close to that introduced by P. D. Loewen and R. T. Rockafellar [SIAM J. Control Optimization 32 (1994) 442–470].