Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations
AbstractWe 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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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 3547.
Date of creation: May 2007
Date of revision:
optimal control of PDE; verification theorem; dynamic programming; $\epsilon$-optimal controls; Hamilton-Jacobi-Bellman equations;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-06-18 (All new papers)
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