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

zbMATH Open1193.35246arXiv0706.1339MaRDI QIDQ3569175FDOQ3569175

Authors: Giorgio Fabbri, Andrzej Świȩch, Fausto Gozzi 

Publication date: 17 June 2010

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.

Full work available at URL: https://arxiv.org/abs/0706.1339

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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)

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• Path-dependent Hamilton-Jacobi equations in infinite dimensions
• Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations
• Systemic risk and stochastic games with delay
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• Sub- and super-optimality principles and construction of almost optimal strategies for differential games in Hilbert spaces
• Verification results for age-structured models of economic-epidemics dynamics
• Optimal control of stochastic delay differential equations: optimal feedback controls

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