• DocumentCode
    3088579
  • Title

    Distributed optimal control and viscosity solutions of infinite dimensional Bellman equations

  • Author

    Barron, E.N.

  • Author_Institution
    Loyola University of Chicago, Chicago, Illinois
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    1570
  • Lastpage
    1571
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272703
  • Filename
    4049554