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...
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Abstract/Index
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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