Verification theorem and construction of -optimal controls for control of abstract evolution equations

MaRDI QIDQ3569175zbMATH OpenFDO

Authors Giorgio Fabbri, Andrzej Świȩch, Fausto Gozzi

Publication date 17 June 2010

Full work available at URL https://arxiv.org/abs/0706.1339, http://www.heldermann.de/JCA/JCA17/JCA172/jca17041.htm

zbMATH Keywords

Dynamic programmingHamilton--Jacobi--Bellman equations\(\varepsilon\)-optimal controlsOptimal control of PDEVerification theorem

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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.

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