Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations
Fabbri, Giorgi and Gozzi, Fausto (2007) Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations. [Working Paper]. p. 29. MPRA Paper (No. 3547).
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Official URL: http://mpra.ub.uni-muenchen.de/3547/1/MPRA_paper_3...
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.
|Item Type:||Report / Paper (Working Paper)|
|Research documents and activity classification:||Working Papers > Refereed Working Papers / of international relevance|
|Divisions:||Department of Business and Management|
|Additional Information:||The definitive version of the paper has been published in "Journal of Convex Analysis" 17 (2010), No. 2, Pages 611-642|
|Uncontrolled Keywords:||Optimal control of PDE; verification theorem; dynamic programming; [epsilon]-optimal controls; Hamilton-Jacobi-Bellman equations|
|MIUR Scientific Area:||Area 13 - Economics and Statistics > SECS-S/06 Mathematics for Economics, Actuarial Studies and Finance|
|Deposited By:||Maria Teresa Nistico|
|Deposited On:||30 Nov 2010 15:50|
|Last Modified:||19 Apr 2013 22:30|
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