Verification theorem and construction of ε-optimal controls for control of abstract evolution equations
classification
🧮 math.OC
keywords
equationsoptimalabstractconstructioncontrolcontrolsdynamicepsilon
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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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