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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## Abstract

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 |
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Original Title: | Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations |

Language: | English |

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 |

Item ID: | 3547 |

Depositing User: | Giorgio Fabbri |

Date Deposited: | 14 Jun 2007 |

Last Modified: | 27 Sep 2019 01:04 |

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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/3547 |