Verification Theorem and Construction of ε-Optimal Controls for Control of Abstract Evolution Equations
Journal of convex analysis, Tome 17 (2010) no. 2, pp. 611-642
Voir la notice de l'article provenant de la source Heldermann Verlag
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 present an explicit construction of ε-optimal controls.
Classification :
35R15, 49L20, 49L25, 49K20
Mots-clés : Optimal control of PDE, verification theorem, dynamic programming, epsilon-optimal controls, Hamilton-Jacobi-Bellman equations
Mots-clés : Optimal control of PDE, verification theorem, dynamic programming, epsilon-optimal controls, Hamilton-Jacobi-Bellman equations
@article{JCA_2010_17_2_JCA_2010_17_2_a15,
author = {G. Fabbri and F. Gozzi and A. Swiech},
title = {Verification {Theorem} and {Construction} of {\ensuremath{\varepsilon}-Optimal} {Controls} for {Control} of {Abstract} {Evolution} {Equations}},
journal = {Journal of convex analysis},
pages = {611--642},
publisher = {mathdoc},
volume = {17},
number = {2},
year = {2010},
url = {http://geodesic.mathdoc.fr/item/JCA_2010_17_2_JCA_2010_17_2_a15/}
}
TY - JOUR AU - G. Fabbri AU - F. Gozzi AU - A. Swiech TI - Verification Theorem and Construction of ε-Optimal Controls for Control of Abstract Evolution Equations JO - Journal of convex analysis PY - 2010 SP - 611 EP - 642 VL - 17 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JCA_2010_17_2_JCA_2010_17_2_a15/ ID - JCA_2010_17_2_JCA_2010_17_2_a15 ER -
%0 Journal Article %A G. Fabbri %A F. Gozzi %A A. Swiech %T Verification Theorem and Construction of ε-Optimal Controls for Control of Abstract Evolution Equations %J Journal of convex analysis %D 2010 %P 611-642 %V 17 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/JCA_2010_17_2_JCA_2010_17_2_a15/ %F JCA_2010_17_2_JCA_2010_17_2_a15
G. Fabbri; F. Gozzi; A. Swiech. Verification Theorem and Construction of ε-Optimal Controls for Control of Abstract Evolution Equations. Journal of convex analysis, Tome 17 (2010) no. 2, pp. 611-642. http://geodesic.mathdoc.fr/item/JCA_2010_17_2_JCA_2010_17_2_a15/