Boundary control problems with convex cost and dynamic programming in infinite dimension part I: the maximum principle. (Q2426218): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:59, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary control problems with convex cost and dynamic programming in infinite dimension part I: the maximum principle. |
scientific article |
Statements
Boundary control problems with convex cost and dynamic programming in infinite dimension part I: the maximum principle. (English)
0 references
21 April 2008
0 references
This is the first of two papers on boundary optimal control problems with linear state equation and convex cost arising from boundary control of PDEs and the associated Hamilton-Jacobi-Bellman equation. Necessary and sufficient conditions of optimality (Pontryagin's maximum principle) are studied and useful properties of a family of approximating problems are established.
0 references
boundary control
0 references
convex cost
0 references
maximum principle
0 references
