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Value function and optimality conditions for semilinear control problems
Authors:Piermarco Cannarsa  Halina Frankowska
Affiliation:(1) Dipartimento di Matematica, II Università di Roma "ldquo"Tor Vergata"rdquo", Via O. Raimondo, 00173 Roma, Italy;(2) CNRS, Centre National de la Recherche Scientifique, CEREMADE, Université Paris-Dauphine, 75775 Paris Cedex 16, France
Abstract:
This paper is concerned with optimal control problems of Mayer and Bolza type for systems governed by a semilinear state equationxprime(t)=Ax(t) + f(t, x(t), u(t)), u(t) epsi U, whereA is the infinitesimal generator of a strongly continuous semigroup in a Banach spaceX. We prove necessary and sufficient conditions for optimality and then use these conditions to investigate properties of the value function related to superdifferentials. Conversely, we use the value function to obtain criteria for optimality and feedback systems.Work (partially) supported by the Research Project ldquoEquazioni di evoluzione e applicazioni fisicomatematicherdquo (M.U.R.S.T.-Italy).
Keywords:Optimal control  Distributed parameter systems  Dynamic programming  Optimality conditions  Strongly continuous semigroups  Nonsmooth analysis
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