Abstract

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.

Author information

Contact details are reproduced from the original publication and may be historical.

Giorgio Fabbri

Dipartimento di Studi Economici, Università di Napoli Parthenope, Napoli, Italy
and: School of Mathematics and Statistics, UNSW, Sydney, Australia

giorgio.fabbri@uniparthenope.it

Fausto Gozzi

Dip. di Scienze Economiche ed Aziendali, Libera Università Internazionale degli Studi Sociali, Viale Pola 12, 00198 Roma, Italy
and: Centro De Giorgi, Scuola Normale Superiore, Pisa, Italy

fgozzi@luiss.it

Andrzej Święch

School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332, U.S.A.

swiech@math.gatech.edu

Keywords

  • Optimal control of PDE
  • verification theorem
  • dynamic programming
  • epsilon-optimal controls
  • Hamilton-Jacobi-Bellman equations

Mathematics Subject Classification

35R15, 49L20, 49L25, 49K20

Suggested citation

G. Fabbri, F. Gozzi, A. Święch. “Verification Theorem and Construction of ε-Optimal Controls for Control of Abstract Evolution Equations.” Journal of Convex Analysis 17 (2010), No. 2, 611–642. https://doi.org/10.68381/jca17041

Download BibTeXPublished by Heldermann Verlag.

Published by Heldermann Verlag, 2010. Rights now held by Banach Press.