
\documentclass[reqno]{amsart} 

\AtBeginDocument{{\noindent\small 
{\em Electronic Journal of Differential Equations},
Vol. 2002(2002), No. 28, pp. 1--9.\newline
ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.swt.edu  (login: ftp)}
\thanks{\copyright 2002 Southwest Texas State University.} 
\vspace{1cm}}

\begin{document} 

\title[\hfilneg EJDE--2001/28\hfil Optimal control]
{Optimal control for a nonlinear age-structured population
  dynamics model} 

\author[B. Ainseba, S. Ani\c{t}a, \& M. Langlais\hfil EJDE--2001/28\hfilneg]
{Bedr'Eddine Ainseba, Sebastian Ani\c{t}a, \& Michel Langlais}

\address{Bedr'Eddine Ainseba \hfill\break
Math\'{e}matiques Appliqu\'{e}es de Bordeaux, UMR CNRS 5466\\
Case 26, UFR Sciences et Mod\'elisation\\
Universit\'{e} Victor Segalen Bordeaux 2,
33076 Bordeaux Cedex, France} 
\email{ainseba@sm.u-bordeaux2.fr}

\address{Sebastian Ani\c{t}a \hfill\break
Faculty of Mathematics, University ``Al.I. Cuza'' and\\
Institute of Mathematics, Romanian Academy \\
Ia\c{s}i 6600, Romania}
\email{sanita@uaic.ro}

\address{Michel Langlais \hfill\break
Math\'{e}matiques Appliqu\'{e}es de Bordeaux, UMR CNRS 5466\\
Case 26, UFR Sciences et Mod\'elisation\\
Universit\'{e} Victor Segalen Bordeaux 2,
33076 Bordeaux Cedex, France}
\email{langlais@sm.u-bordeaux2.fr}

\date{}
\thanks{Submitted January 4, 2003. Published March 16, 2003.}
\subjclass[2000]{35D10, 49J20, 49K20, 92D25}
\keywords{Optimal control, optimality conditions, \hfill\break\indent
age-structured population dynamics}


\begin{abstract}
 We investigate the optimal harvesting problem for a nonlinear
 age-dependent and spatially structured population dynamics model
 where the birth process is described by a nonlocal and nonlinear
 boundary condition. We establish an existence and uniqueness
 result and prove the existence of an optimal control.
 We also establish necessary optimality conditions.
\end{abstract}

\maketitle

\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\numberwithin{equation}{section}

\section{Introduction and setting of the problem}

We consider a general mathematical model describing the
dynamics of a single species population with age dependence and spatial
structure. Let $u(x,t,a) $ be the distribution of individuals of age
$a\ge 0$ at time $t\ge 0$ and location $x$ in $\overline{\Omega }$.
Here $\Omega $ is
a bounded open subset of $\mathbb{R}^{N}$, $N\in \{ 1,2,3\} $, with a
suitably smooth boundary $\partial \Omega $.
Thus
\begin{equation}
P(x,t)=\int_{0}^{A_{\dagger }}u(x,t,a)~da \label{e1}
\end{equation}
is the total population at time $t$ and location $x$, where
$A_{\dagger }$ is the maximal age of an individual.
Let $\beta (x,t,a,P(x,t))\ge 0$ be the
natural fertility-rate, and let $\mu (x,t,a,P(x,t))\ge 0$ be the natural
death-rate of individuals of age $a$ at time $t$ and location $x$.
We also assume that
the flux of population takes the form $k\nabla u(x,t,a)$ with $k>0$,
where $\nabla $ is the gradient vector with respect to the spatial variable
$x$.

In this paper we are concerned with the optimal harvesting problem on the
time interval $(0,T)$, $T>0$, subject to an external supply of
individuals $f(x,t,a)\geq 0$ and to a specific harvesting effort
$v(x,t,a)$, where $(x,t,a) \in Q=\Omega \times (0,T) \times
(0,A_{\dagger })$.

So, we deal with the problem of finding the harvesting effort $v$ in
order to obtain the best harvest; i.e., 

Maximize, over all $v\in \mathcal{V}$, the value of
\begin{equation}
\int_{Q}v(x,t,a) g(x,t,a) u^{v}(x,t,a) \,dx\,dt\ da \,,  \label{P}
\end{equation}
where $g$ is a given bounded function, and $u^{v}$ is the solution of
\begin{equation}
\begin{array}{ll}
\partial _{t}u+\partial _{a}u-k\Delta _{x}u+\mu (x,t,a,P(x,t))
u=f-v u, & \mbox{\rm in } Q \\
\displaystyle 
{\frac{\partial u}{\partial \eta }}(x,t,a) =0, & \mbox{\rm on } \Sigma \\
\displaystyle
u(x,t,0)=\int_{0}^{A_{\dagger }}\beta (x,t,a,P(x,t))u(x,t,a)\,da,
& \mbox{\rm in } \Omega \times (0,T) \\
u(x,0,a)=u_{0}(x,a), & \mbox{\rm in } \Omega \times (0,A_{\dagger }),
\end{array}\label{e2}
\end{equation} 
where $\Sigma =\partial \Omega \times (0,T) \times (0,A_{\dagger }) $.
From a biological point of
view $g(x,t,a)\geq 0$ is a weight (the price of an individual of
age $a$ at time $t$ and location $x$) and $u_0(x,a)\geq 0$ is the
initial distribution of population.

The set of controllers is 
$$
\mathcal{V}=\Big\{ v\in L^{2}(Q)
: \zeta _{1}(x,t,a) \leq v(x,t,a) \leq \zeta _{2}(x,t,a) \ \ 
\mbox{a.e. } (x,t,a) \in Q \Big\}
$$
for some $\zeta _{1},  \zeta _{2}\in L^{\infty }(Q)$,
$0\leq \zeta _{1}(x,t,a)\leq \zeta _{2}(x,t,a)$ a.e. in $Q$.
The harvesting problem for linear initial value age-structured population
has been previously studied in Brokate \cite{b1,b2}, Gurtin et al
\cite{g1,g2}, Murphy et al \cite{m1} and the periodic
case in Ani\c{t}a et al \cite{a1}.

We assume the following hypotheses:
\begin{itemize}
\item[(H1)] The fertility rate satisfies
$\beta \in L^{\infty }(Q\times \mathbb{R})$,
$\beta (x,t,a,P) \geq 0$ a.e. $(x,t,a,P) \in Q\times \mathbb{R}$
and is decreasing and locally Lipschitz continuous with respect to the
variable $P$

\item[(H2)] The mortality rate satisfies
$\mu \in L_{\rm loc}^{\infty }(\overline{\Omega }\times
[ 0,T]\times [ 0,A_{\dagger }) \times \mathbb{R})$,
and $\mu$ is increasing and locally Lipschitz continuous with respect
to the variable $P$,
$\mu (x,t,a,P) \geq \mu _{0}(a,t) \geq 0$ a.e.
$(x,t,a,P) \in Q\times \mathbb{R}$,
where $\mu _{0}\in L_{\rm loc}^{\infty }([ 0,T] \times
[ 0,A_{\dagger }))$ and
$$\int^{A_{\dagger }}\mu _{0}(t+a-A_{\dagger},a)\,da=+\infty ,
\quad \mbox{a.e. } t\in (0,T) \,.
$$
\end{itemize}
The last condition in (H2) implies that each individual in
the population dies before age $A_{\dagger }$. In addition, we
assume the following on $u_{0}$, $f$, $g$:
\begin{itemize}
\item[(H3)] $u_{0}\in L^{\infty }(\Omega \times (0,A_{\dagger}))$,
$u_{0}(x,a) \geq 0$ a.e. $(x,a) \in \Omega \times (0,A_{\dagger })$.

\item[(H4)] $f,\; g\in L^{\infty }(Q)$, $f(x,t,a) ,\; g(x,t,a) \geq 0$
a.e. $(x,t,a) \in Q$.
\end{itemize}

This paper is organized as follows. In Section 2 we prove that under the
assumptions listed above and for any $v\in \mathcal{V}$, \eqref{e2}
admits a unique
and nonnegative solution. A compactness result for the same
system is also proved. In Section 3 we treat the existence of an optimal
control for problem \eqref{P}. Section 4 is devoted to the deduction of the
necessary optimality conditions for the optimal harvesting problem.


\section{Existence, uniqueness and compactness of solutions}

The first part of this section is devoted to the existence and
uniqueness of solutions to system \eqref{e2}, under assumptions
(H1)--(H4) and with $v\in \mathcal{V}$ fixed.
By a solution to \eqref{e2}, we mean a function $u\in L^2(Q)$ which
belongs to $C(\overline{S};L^2(\Omega ))\cap
AC(S;L^2(\Omega ))\cap L^2(S;H^1(\Omega ))\cap
L^2_{loc}(S;L^2(\Omega ))$, for almost any characteristic line $S$ of
equation $a-t=const., \ (t,a)\in (0,T)\times (0,A_{\dagger })$ and satisfies
\begin{equation*}
\begin{array}{ll}
Du(x,t,a)-k\Delta _x u(x,t,a)+\mu (x,t,a,P(x,t))u(x,t,a)  & \\
=f(x,t,a)-v(x,t,a)u(x,t,a), & \mbox{a.e. in } Q \\
\displaystyle
{\frac{\partial u}{\partial \eta }}(x,t,a) =0, & \mbox{a.e.  in }
\Sigma \\
\displaystyle
\lim_{h\to 0^+}u(x,t+h,h) 
=\int_0^{A_{\dagger }}\beta (x,t,a,P(x,t))u(x,t,a)\,da,
& \mbox{a.e.  in } \Omega \times (0,T) \\
\displaystyle
\lim_{h\to 0^+}u(x,h,a+h)=u_0(x,a), & \mbox{a.e.  in }
\Omega \times (0,A_{\dagger }),
\end{array}
\end{equation*}
where $P$ is given by \eqref{e1} and $Du$ denotes the directional
derivative
$$
Du(x,t,a)=\lim_{h\to 0}{\frac{1}{h}}\big[ u(x,t+h,a+h)-u(x,t,a)\big].
$$


\begin{theorem} \label{thm1}
For any $v\in \mathcal{V}$, \eqref{e2} admits a unique
and nonnegative  solution $u^{v}$ which belongs to
$L^{\infty }(Q)$.
\end{theorem}

\paragraph{Proof}
 Denote by $\Lambda $ the mapping
$\Lambda :\widetilde{u}\mapsto u^{\widetilde{u},{v}}$, where
$u^{\widetilde{u},{v}}$ is the solution of
\begin{equation*}
\begin{array}{ll}
Du-k\Delta _{x}u+\mu (x,t,a,\widetilde{P}(x,t))
u=f-v(x,t,a)u, &\quad (x,t,a)\in Q \\
\displaystyle 
\frac{\partial u}{\partial \eta }(x,t,a) =0, &\quad (x,t,a)\in
\Sigma \\
u(x,t,0)=\displaystyle
\int_{0}^{A_{\dagger }}\beta (x,t,a,\widetilde{P}(x,t)
)u(x,t,a)\,da, &\quad (x,t)\in \Omega \times (0,T) \\
u(x,0,a)=u_{0}(x,a), &\quad (x,a)\in \Omega \times (0,A_{\dagger }) ,
\end{array}
\end{equation*}
with $\widetilde{P}(x,t) = \int_{0}^{A_{\dagger }}
\widetilde{u}(x,t,a)\,da$.
Let $L^p_+(Q)=\{ u\in L^p(Q): u(x,t,a)\geq 0 \mbox{ a.e.  in } Q \}$.
Then the  mapping $\Lambda $ is well defined from
$L_{+}^2(Q)$ to $L_{+}^2(Q)$;  see Garroni et al \cite{g3}.
The comparison result in Garroni et al \cite{g3} and in Langlais \cite{l1} 
implies
$$
0\leq u^{\widetilde{u},{v}}(x,t,a)\leq \overline{u}(x,t,a)
\quad \mbox{a.e. in }Q,
$$
where $\overline{u}\in L_+^{\infty }(Q)$ is the solution of \eqref{e2}
corresponding to a null mortality rate and to a maximal fertility rate
equal to $\| \beta \| _{L^{\infty }( Q\times \mathbb{R})}$.

For any $\widetilde{u}_1, \; \widetilde{u}_2\in L^2(Q)$ we denote
$ \widetilde{P}_i(x,t)= \int_{0}^{A_{\dagger }}
\widetilde{u}_i(x,t,a)\,da$, with $(x,t)\in \Omega \times (0,T)$,
and $i\in\{1,2\}$.
Using now the definition of $\Lambda $ we obtain
\begin{align*}
\int_{Q_t}[D(\Lambda \widetilde{u}_1-\Lambda \widetilde{u}_2)-
k\Delta _x(\Lambda \widetilde{u}_1-\Lambda \widetilde{u}_2)+ 
\mu(x,s,a,\widetilde{P}_1(x,t))
(\Lambda \widetilde{u}_1-\Lambda \widetilde{u}_2)&\\
+(\mu (x,s,a,\widetilde{P}_1)-\mu (x,s,a,\widetilde{P}_2))
\widetilde{u}_2+v (\Lambda \widetilde{u}_1-\Lambda \widetilde{u}_2)]
(\Lambda \widetilde{u}_1-\Lambda \widetilde{u}_2)\,dx\,ds\,da &= 0,
\end{align*}
where $Q_t=\Omega \times (0,t)\times (0,A_{\dagger})$, $t\in (0,T)$.

Using Gauss-Ostrogradski's formula and the Lipschitz continuity of $\mu $
and $\beta $ with respect to $P$, we get after some calculations that
$$
\| (\Lambda \widetilde{u}_{1}-\Lambda \widetilde{u}_{2})
(t) \| _{L^{2}(\Omega \times (0,A_{\dagger })
)}^{2}\leq C\int_{0}^{t}\| (\widetilde{u}_{1}-\widetilde{u}
_{2})(s)\| _{L^{2}(\Omega \times (0,A_{\dagger }) )}^{2}\
ds, $$ %250
where $C$ is a positive constant. Banach's fixed point theorem allows us to
conclude the existence of a unique fixed point for $\Lambda $.
Since the solution $u^v$ satisfies
$$0\leq u^{v}(x,t,a)\leq \overline{u}(x,t,a) \quad \mbox{a.e. in }Q
$$
and $\overline{u}\in L_+^{\infty}(Q)$, we
complete the proof. \hfill$\diamondsuit$ \smallskip

For $v\in \mathcal{V}$, let
$$
P^{v}(x,t)=\int_{0}^{A_{\dagger }}u^{v}(x,t,a)\,da \quad
(x,t)\in \Omega \times(0,T) \,.
$$
We shall prove now a compactness result which is one of the main ingredients in
the next section.


\begin{lemma} \label{lm2}
The set $\{ P^{v}; \ v\in \mathcal{V}\} $ is
relatively compact in $L^{2}(\Omega \times (0,T))$.
\end{lemma}

\paragraph{Proof}
Because $u^{v}$ is a solution of \eqref{e2}, for any
$\varepsilon >0$ small enough we have that
$$ P^{v,\varepsilon }(x,t)=\int_{0}^{A_{\dagger }-
\varepsilon }u^{v}(x,t,a)\,da, \quad (x,t) \in \Omega \times (0,T)
$$
is a solution of
\begin{gather*}
\begin{aligned}
P_{t}^{v,\varepsilon }-k\Delta _{x}P^{v,\varepsilon }
&= \int_{0}^{A_{\dagger}-\varepsilon }(f-(\mu (x,t,a,P^{v}(x,t)) +v)
 u^{v}) da -u^{v}(x,t,A_{\dagger }-\varepsilon)\\
&\quad+\int_{0}^{A_{\dagger }}\beta (x,t,a,P^{v}(x,t)
)u^{v}(x,t,a)\,da, \quad \mbox{a.e. in } \Omega \times (0,T)
\end{aligned}\\
{\frac {\partial P^{v,\varepsilon }}{\partial \eta }}
(x,t) =0, \quad \mbox{a.e. }\partial \Omega \times (0,T) \\
 P^{v,\varepsilon }(x,0)=\int_{0}^{A_{\dagger }-\varepsilon }
u_{0}(x,a)\,da, \quad \mbox{a.e. in }\Omega \,.
\end{gather*}
Since $\{vu^{v}\}$ and $\{\mu (\cdot ,\cdot ,\cdot ,P^{v}) u^{v}\}$
are bounded in $L^{\infty }(\Omega \times (0,T)\times
(0,A_{\dagger }-\varepsilon ))$,
$\{\beta (\cdot ,\cdot ,\cdot,P^{v}) u^{v}\}$ is bounded in
$L^{\infty }(\Omega \times (0,T)\times (0,A_{\dagger }))$ and
$\{u^{v}(\cdot ,\cdot ,A_{\dagger}-\varepsilon
) \}$ is bounded in $L^{\infty }(\Omega \times (0,T))$ - with respect
to $v\in \mathcal{V}$ (as a consequence of the proof of Theorem \ref{thm1}), we conclude that
$\{ P_{t}^{v,\varepsilon }-k\Delta_{x}P^{v,\varepsilon }\} $ is
bounded in $L^{\infty }(\Omega \times (0,T))$. This implies via Aubin's
compactness theorem that for any $\varepsilon >0$ small enough, the set
$\{P^{v,\varepsilon };v\in \mathcal{V}\} $ is relatively compact in
$L^{2}(\Omega \times (0,T))$.
On the other hand 
$$
| P^{v,\varepsilon }(x,t) -P^{v}(x,t)|
\leq \int_{A_{\dagger }-\varepsilon }^{A_{\dagger }}| u^{v}(x,t,a)| \,da
\leq \varepsilon \| \overline{u}\|_{L^{\infty }(Q) } \,,
$$
for all $\varepsilon >0$,  and all $v\in \mathcal{V}$, a.e. $(x,t)$
in $\Omega \times (0,T) $. Combining these two results we conclude the
relative compactness of $\{ P^{v};v\in \mathcal{V}\} $ in $L^{2}(Q)$.
\hfill$\diamondsuit$

\section{Existence of an optimal control}

In this section, we prove the existence of an optimal pair
(an optimal control $v^{\ast }$ and the corresponding solution
$u^{v^{\ast}}$ for problem \eqref{P}).
Indeed we have the following theorem.


\begin{theorem} \label{thm3}
 Problem \eqref{P} admits at least one optimal pair.
\end{theorem}

\paragraph{Proof}
Let $\varphi :\mathcal{V}\to \mathbb{R}^{+}$, be defined by
$$
\varphi (v) =\int_{Q}v(x,t,a) g(x,t,a) u^{v}(x,t,a)
\,dx\, dt\, da
$$
and let $d=\sup_{v\in \mathcal{V}}\varphi (v)$.
Since by the proof of Theorem \ref{thm1}
$$0\leq \varphi (v) \leq \int_{Q}
\zeta _{2}(x,t,a) g(x,t,a) \overline{u}(x,t,a) \,dx\, dt\, da \, ,
$$
we have $d\in [ 0,+\infty) $. Now let 
$\{ v_{n}\} _{n\in \mathbb{N}^{*}}\subset \mathcal{V}$ be a sequence 
such that
$$d-\frac{1}{n}< \varphi (v_{n}) \leq d \ . $$
Since
$0\leq u^{v_{n}}(x,t,a) \leq \overline{u}(x,t,a)$
a.e. in $Q$, we conclude that there exists a subsequence, also
denoted by $\{v_{n}\} _{n\in N^{*}}$, such that
$$u^{v_{n}}\to u^{*}\mbox{ \rm weakly in }L^{2}(Q) \ .$$

Using Mazur's theorem we obtain the existence of a sequence
$\{\widetilde{u}_{n}\} _{n\in N^{*}}$ such that
$$
\widetilde{u}_{n}(x,t,a) =\sum_{i=n+1}^{k_{n}} u^{v_{i}}, \quad
 \lambda _{i}^{n}\geq 0, \quad
\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}=1
$$
and $\widetilde{u}_{n}\to u^{*}\mbox{ \rm in }L^{2}(Q)$.

Consider now the sequence of controls
$$\widetilde{v}_{n}(x,t,a) =
 \begin{cases}
\frac{\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}v_{i}(x,t,a) u^{v_{i}}(x,t,a)}
{ \sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}u^{v_{i}}(x,t,a)}
& \mbox{if } \sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}u^{v_{i}}(x,t,a) \neq 0 \\ \vspace{2mm}
\zeta _{1}(x,t,a) , & \mbox{if }
\sum_{i=n+1}^{k_{n}}\lambda_{i}^{n}u^{v_{i}}(x,t,a) =0 \,.
         \end{cases}
$$
For these controls we have
$\widetilde{v}_n\in \mathcal{V}$.
Lemma \ref{lm2} implies the existence of a subsequence, also
denoted by $\left\{ v_{n}\right\} _{n\in N^{*}}$ such that
\begin{equation}
P^{v_{n}}\to P^{*}\quad\mbox{in }L^{2}(\Omega \times (0,T))
\label{e4}
\end{equation}
and since $u^{v_{n}}\to u^{*}$ weakly in $L^{2}(Q)$,
 then we obtain that
$$
\int_{0}^{A_{\dagger }}u^{v_{n}}(\cdot ,\cdot ,a)\,da\to
\int_{0}^{A_{\dagger }}u^{*}(\cdot ,\cdot ,a)\,da\quad \mbox{weakly in }
L^{2}(\Omega \times (0,T)).
$$
Consequently we get that
$$P^{*}(x,t)=\int_{0}^{A_{\dagger }}u^{*}(x,t,a)\,da
\quad \mbox{a.e. in }\Omega \times (0,T)\,.
$$
We can take a subsequence, also denoted by 
$\left\{ \widetilde{v}_{n}\right\} _{n\in N^{*}}$, such that
\begin{equation*}
\widetilde{v}_{n}\to v^{*}\quad \mbox{weakly in }L^{2}(Q),
\end{equation*}
with $v^{*}\in \mathcal{V}$. It is obvious now that $\widetilde{u}_{n}$
is a solution of
\begin{equation}
\begin{array}{ll}
\displaystyle 
Du-k\Delta _{x}u+\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}
\mu (x,t,a,P^{v_{i}}(x,t)) u^{v_{i}} & \\
=f-\widetilde{v}_{n}u, & \mbox{\rm in } Q \\
\displaystyle
\frac{\partial u}{\partial \eta }(x,t,a) =0, &
 \mbox{\rm on } \Sigma \\
\displaystyle
 u(x,t,0)=\int_{0}^{A_{\dagger }}
\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}
\beta (x,t,a,P^{v_{i}}(x,t))
u^{v_{i}}\,da, &\mbox{\rm in } \Omega \times (0,T) \\
u(x,0,a)=u_{0}(x,a), & \mbox{\rm in } \Omega \times (0,A_{\dagger }) \,.
\end{array} \label{e6}
\end{equation} 
By \eqref{e4} we deduce the existence of a subsequence (also denoted by
$\{ v_n\}$) such that
\begin{equation*}
\begin{gathered}
\mu (\cdot ,\cdot ,\cdot ,P^{v_{n}}) \to
\mu (\cdot ,\cdot ,\cdot ,P^{*})\quad \mbox{a.e. in }Q \,, \\
\beta (\cdot ,\cdot ,\cdot ,P^{v_{n}}) \to
\beta (\cdot ,\cdot ,\cdot ,P^{*}) \quad\mbox{a.e. in }Q \,.
\end{gathered}
\end{equation*}
Since $\widetilde{u}_{n}\to u^{*}\mbox{ \rm in }L^{2}(Q)$, we have
$$
\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}\mu (x,t,a,P^{v_{i}}(x,t))
u^{v_{i}}(x,t,a)\to \mu (x,t,a,P^{*}(x,t)) u^{*}(x,t,a)
$$
a.e. in $Q$, and
$$
\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}
\beta (x,t,a,P^{v_{i}}(x,t)) u^{v_{i}}(x,t,a)
\to \beta (x,t,a,P^{*}(x,t)) u^{*}(x,t,a)
$$
a.e. in $Q$.
Passing to the limit in \eqref{e6} we obtain that $u^{*}$ is the solution
of \eqref{e2} corresponding to $v^{*}$.
Moreover we have
\begin{align*}
&\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}\int_{Q}
v_{i}(x,t,a) g(x,t,a) u^{v_{i}}(x,t,a) \, dx\, dt\, da \\
&=\int_{Q}\widetilde{v}_{n}(x,t,a)
g(x,t,a) \widetilde{u}_{n}(x,t,a) \,dx\, dt\,da\\
&=\sum_{i=n+1}^{k_{n}}\lambda _{i}^{n}\varphi (v_{i})\to
\varphi (v^{*})
\end{align*}
(as $n\to +\infty $). We may infer now that $d=\varphi (v^{*})$.
\hfill$\diamondsuit$ 


\section{Necessary optimality conditions} %sec. 4

Concerning the necessary optimality conditions the following result holds
under the assumptions (H1)--(H4).

\begin{theorem} \label{thm4}
Assume $\beta$ and $\mu$ are $C^1$ with respect to $P$.
If $(u^{*},v^{*})$ is an optimal pair for \eqref{P}
and if $q$ is the solution of
\begin{equation*}
\begin{array}{ll}
-Dq(x,t,a)-k\Delta _{x}q(x,t,a)+\mu (x,t,a,P^{v^{*}}(x,t)) q(x,t,a) \\
\displaystyle +\int_{0}^{A_{\dagger }}\mu _{P}'(x,t,s,P^{*}(x,t))
u^{*}(x,t,s) q(x,t,s) \ ds \\
-\displaystyle  \Big( \beta (x,t,a,P^{*}(x,t) )+
\int_{0}^{A_{\dagger }}\beta_{P}'(x,t,s,P^{*}(x,t)) u^{*}(x,t,s)
 \ ds\Big) q(x,t,0) 
\end{array}
\end{equation*}
\vspace{-5mm}
\begin{equation}
=-v^{*} (g+q)(x,t,a), \quad (x,t,a)\in Q  \label{e8}
\end{equation}
\vspace{-5mm}
\begin{equation*}
\begin{array}{ll}
\displaystyle
\frac{\partial q}{\partial \eta }(x,t,a) =0, &\quad (x,t,a)\in \Sigma  
 \\
q(x,t,A_{\dagger })=0, &\quad (x,t)\in \Omega \times (0,T) \\
q(x,T,a)=0, &\quad (x,a)\in \Omega \times (0,A_{\dagger })\, ,
\end{array} 
\end{equation*} 
then we have
$$
v^{*}(x,t,a)=\begin{cases}
\zeta _{1}(x,t,a) \quad \mbox{if }(g+q)(x,t,a)<0 \\
\zeta _{2}(x,t,a) \quad \mbox{if }(g+q)(x,t,a)>0 \, .
\end{cases}
$$
Here $\mu '_P$ and $\beta '_p$ are the derivatives of $\mu $ and $\beta $
with respect to $P$.
\end{theorem}


\paragraph{Proof}
 Existence and uniqueness of $q$, a solution of \eqref{e8} follows in
the same way as the existence and uniqueness of the solution of \eqref{e2}.
Since $(v^{*},u^{*}) $ is an optimal pair for
\eqref{P} we get
\begin{align*}
&\int_{Q}v^{*}(x,t,a) g(x,t,a) u^{v^{*}}(x,t,a)
\, dx\,dt\,da \\
&\geq \int_{Q} (v^{*}(x,t,a)
+\delta v(x,t,a)) g(x,t,a) u^{v^{*}+\delta
v}(x,t,a)\,dx\,dt\,da\,
\end{align*}
for all $\delta$ positive and small enough,
for all $v\in L^{\infty }(Q)$ such that %500
\begin{gather*}
v(x,t,a)\leq 0 \quad \mbox{if } v^{\ast }(x,t,a)=\zeta _2(x,t,a) \\
v(x,t,a)\geq 0 \quad \mbox{if } v^{\ast }(x,t,a)=\zeta _1(x,t,a) \,.
\end{gather*}

This implies
\begin{equation}
\begin{array}{ll}
\displaystyle
\int_{Q} v^{*}(x,t,a) g(x,t,a) \frac{u^{v^{*}
+\delta v}(x,t,a) -u^{v^{*}}(x,t,a) }{\delta }\,dx\, dt\, da \\
\displaystyle
+\int_{Q} v(x,t,a) g(x,t,a) u^{v^{*}+\delta v}(x,t,a)
 \,dx\,dt\,da \leq 0 \, .
\end{array}\label{e9}
\end{equation}
Using the definition of solution to \eqref{e2} and the comparison result
 in Garroni et al \cite{g3}, we can prove that for any $v\in L^{\infty }(Q)$ as
above, the following convergence holds
$$
u^{v^{*}+\delta v}(x,t,a) \longrightarrow u^{v^{*}}
(x,t,a) \ \mbox{\rm in } L^{\infty }(0,T; L^2((0,A_{\dagger })\times \Omega ))
$$
as $\delta \longrightarrow 0^+$.
Let
$$
z^{\delta }(x,t,a)=
\frac{u^{v^{*}+\delta v}(x,t,a) -u^{v^{*}}(x,t,a) }{\delta },
\quad (x,t,a)\in Q \,.
$$
Then the function $z^{\delta }$ is a solution of
$$
Dz^{\delta }-k\Delta _xz^{\delta }+\frac{1}{\delta}
\big(\mu( x,t,a,P^{v^{*}+\delta v}( x,t) ) u^{v^{*}+\delta
v} -\mu ( x,t,a,P^{v^{*}}( x,t))u^{v^{*}}\big) $$
$$
=-v^{*}z^{\delta }-v(x,t,a)u^{v^{*}+\delta v}, \quad (x,t,a)\in Q $$
$$
\frac{\partial z^{\delta }}{\partial \eta }
(x,t,a) =0, \quad (x,t,a)\in \Sigma $$
$$
z^{\delta }(x,t,0)= \int_{0}^{A_{\dagger }}
\frac{\beta (x,t,a,P^{v^{*}+\delta v}( x,t))
u^{v^{*}+\delta v} -\beta ( x,t,a,P^{v^{*}}( x,t))
u^{v^{*}}}{\delta }\,da, $$
$$\hfil (x,t)\in \Omega \times (0,T) $$
$$
z^{\delta }(x,0,a)=0, \quad  (x,a)\in \Omega \times (0,A_{\dagger })
$$
and using again the definition of solution to \eqref{e2} and the
comparison result in Garroni et al \cite{g3}, we can prove that
$z^{\delta }\to z$ in $L^{\infty }(Q)$ as
$\delta \to 0$, where $z$ is the solution of
$$
Dz-k\Delta _{x}z+\mu (x,t,a,P^{v^{*}}(x,t)) z(x,t,a)  $$
$$
+\mu _{P}'(x,t,a,P^{^{v^{*}}}(x,t)) u^{v^{*}}(x,t,a)
\int_{0}^{A_{\dagger }}z(x,t,s) ds $$
$$
=-v^{*}z-v(x,t,a)u^{v^{*}}, \quad (x,t,a)\in Q$$
$$
\frac{\partial z}{\partial \eta }(x,t,a) =0, \quad (x,t,a)\in \Sigma $$
$$
z(x,t,0)=\int_{0}^{A_{\dagger }}\beta ( x,t,a,P^{v^{*}}(x,t) )
z( x,t,a)\,da $$
$$
+\int_{0}^{A_{\dagger }}\Big( \beta _{P}'(x,t,a,P^{^{v^{*}}}( x,t) ) u^{v^{*}}
 \int_{0}^{A_{\dagger }}z( x,t,s) ds\Big) \,da,
\quad (x,t)\in \Omega \times (0,T) $$
$$
z(x,0,a)=0, \quad (x,a)\in \Omega \times ( 0,A_{\dagger }) \,.
$$
Passing to the limit in \eqref{e9}, $\delta \to 0^+$,
we conclude that
$$
\int_{Q} v^{*}(x,t,a) g(x,t,a) z(x,t,a) \,dx\, dt\, da $$
$$
+\int_{Q} v(x,t,a) g(x,t,a) u^{v^{*}}(x,t,a)\,dx\,dt\,da
\leq 0 \,,
$$
for all $v\in L^{\infty }(Q)$ such that
\begin{gather*}
v(x,t,a)\leq 0 \quad \mbox{if } v^{\ast }(x,t,a)=\zeta _2(x,t,a) \\
v(x,t,a)\geq 0 \quad \mbox{if } v^{\ast }(x,t,a)=\zeta _1(x,t,a) \,.
\end{gather*}
Multiplying \eqref{e8} by $z$ and integrating over $Q$ we get after some
calculation that
$$
\int_Q(v^{*}gz) (x,t,a) \,dx\,dt\,da
=\int_Q(vu^{v^{*}}q) (x,t,a) \,dx\,dt\,da
$$
and consequently
$$\int_Qv( x,t,a)u^{v^{*}}( x,t,a) ( g+q)( x,t,a)\,dx\,dt\,da\leq 0 \,,
$$
for all $v\in L^{\infty }(Q)$ such that
\begin{gather*}
v(x,t,a)\leq 0 \quad \mbox{if } v^{\ast }(x,t,a)=\zeta _2(x,t,a) \\
v(x,t,a)\geq 0 \quad \mbox{if } v^{\ast }(x,t,a)=\zeta _1(x,t,a) \,.
\end{gather*}
This implies
$u^{v^{*}}(g+q) \in N_{\mathcal{V}}(v^{*})$, where
$ N_{\mathcal{V}}(v^{*})$ is the normal cone at $\mathcal{V}$
in $v^{\ast }$ (in $L^2(Q))$.

For any $(x,t,a)\in Q$ such that $u^{v^{\ast}}(x,t,a)\ne 0$, we conclude
$$
v^{\ast }(x,t,a)=\begin{cases}
\zeta _{1}(x,t,a) &\mbox{if }(g+q)(x,t,a)<0 \\
\zeta _{2}(x,t,a) &\mbox{if }(g+q)(x,t,a)>0 \,.
\end{cases}
$$
On the other hand, for any $(x,t,a)\in Q$ such that
$u^{v^{\ast}}(x,t,a)=0$, it is obvious that we can change the value
of the optimal control $v^{\ast }$ in $(x,t,a)$ with any arbitrary
value belonging to $[\zeta _1(x,t,a), \zeta _2(x,t,a)]$ and the state
corresponding to this new control is the same and the value of the
cost functional also remains the same.
The conclusion of Theorem \ref{thm4} is now obvious.
\hfill$\diamondsuit$ 

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\end{document}
