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On the lower semicontinuity of functionals involving Lebesgue or improper Riemann integrals in infinite horizon optimal control problems

Pickenhain S., Lykina V., Wagner M.

Control and Cybernetics

2008

Vol. 37, no 2

451-468

This paper deals with infinite horizon optimal control problems, which are formulated in weighted Sobolev spaces ... [wzór] and weighted Lp-spaces ... [wzór]. We ask for the consequences of the interpretation of the integral within the objective as a Lebesgue or an improper Riemann integral. In order to justify the use of both types of integrals, various applications of infinite horizon problems are presented. We provide examples showing that lower semicontinuity may fail for objectives involving Lebesgue as well as improper Riemann integrals. Further we prove a lower semicontinuity theorem for an objective with Lebesgue integral under more restrictive growth conditions on the integrand.