Fabbri, Giorgio and Gozzi, Fausto and Swiech, Andrzej (2007): Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations.
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We study several aspects of the dynamic programming approach to optimal control of abstract evolution equations, including a class of semilinear partial differential equations. We introduce and prove a verification theorem which provides a sufficient condition for optimality. Moreover we prove sub- and superoptimality principles of dynamic programming and give an explicit construction of $\epsilon$-optimal controls.
|Item Type:||MPRA Paper|
|Original Title:||Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations|
|Keywords:||optimal control of PDE; verification theorem; dynamic programming; $\epsilon$-optimal controls; Hamilton-Jacobi-Bellman equations|
|Subjects:||C - Mathematical and Quantitative Methods > C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling > C61 - Optimization Techniques; Programming Models; Dynamic Analysis|
|Depositing User:||Giorgio Fabbri|
|Date Deposited:||14. Jun 2007|
|Last Modified:||18. Feb 2013 12:04|
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