Low-regret control of singular distributed systems: the ill-posed backwards heat problem
Abstract
We use the low-regret notion of Lions for the control of a class of singular distributed systems: the ill-posed problems. A regularization approach is applied to the backwards heat equation, and we obtain a problem of incomplete data, for which the method of Nakoulima et al. is developed. Passing to the limit, a singular optimality system is obtained for the low-regret control of the original problem without any Slater hypothesis.