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

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.

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Year of publication:	2007-05
Authors:	Fabbri, Giorgio ; Gozzi, Fausto ; Swiech, Andrzej

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Fabbri, Giorgio and Gozzi, Fausto and Swiech, Andrzej (2007): Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations.
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	BASE

Persistent link: https://www.econbiz.de/10015229804