Title :
Distributed optimal control and viscosity solutions of infinite dimensional Bellman equations
Author_Institution :
Loyola University of Chicago, Chicago, Illinois
Abstract :
The Bellman equation for two infinite dimensional optimal control problems is studied here in the context of the Crandall and Lions [3] theory of viscosity solutions. We apply the method introduced in Barron and Jensen [1] to derive the Pontryagin maximum principle using the Bellman equation and the fact that the value function is a viscosity supersolution. The specific problems considered are governed by (1) nonlinear differential-difference equations as dynamics or (2) a nonlinear, divergence form, parabolic p.d.e, as dynamics.
Keywords :
Differential equations; Nonlinear equations; Optimal control; Viscosity;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272703