Second-Order Conditions for Infinite-Horizon Semilinear Parabolic Control Problems without Tikhonov Regularization

TL;DR

This paper develops second-order optimality conditions for infinite-horizon semilinear parabolic control problems with boundary and control constraints, without using Tikhonov regularization, and shows finite-horizon solutions approximate the infinite-horizon solution.

Contribution

It extends classical finite-horizon theory to infinite-horizon problems without Tikhonov regularization, providing new second-order optimality conditions and approximation results.

Findings

Established a sufficient second-order optimality condition.

Proved finite-horizon optimal states approximate infinite-horizon states.

Addressed control constraints without Tikhonov regularization.

Abstract

We consider semilinear parabolic optimal control problems subject to Neumann boundary conditions, control constraints, and an infinite time horizon. The control constraints are pointwise in time, but they can be pointwise or integral in the space variable. Crucially, the optimal control problem does not include a Tikhonov regularization in the cost functional, which provides a major difficulty in the extension of the classical finite-horizon theory to infinite-horizon optimal control problems. As a consequence of our findings, we establish a sufficient second-order optimality condition and prove that local optimal states of the finite-horizon problems approximate local optimal states to the infinite-horizon problem as the horizon tends to infinity.