Application of viscosity solutions of infinite-dimensional Hamilton-Jacobi-Bellman equations to some problems in distributed optimal control |
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Authors: | E N Barron |
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Institution: | (1) Department of Mathematical Sciences, Loyola University, Chicago, Illinois |
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Abstract: | We apply the recently developed Crandall and Lions theory of viscosity solutions for infinite-dimensional Hamilton-Jacobi equations to two problems in distributed control. The first problem is governed by differential-difference equations as dynamics, and the second problem is governed by a nonlinear divergence form parabolic equation. We prove a Pontryagin maximum principle in each case by deriving the Bellman equation and using the fact that the value function is a viscosity supersolution.This work was supported by the Air Force Office for Scientific Research, Grant No. AFOSR-86-0202. The author would like to thank R. Jensen for several helpful conversations regarding the problems discussed here. He would also like to thank M. Crandall for providing early preprints of his work in progress with P. L. Lions on infinite-dimensional problems. |
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Keywords: | Viscosity solution Bellman equation distributed optimal control differential-difference equations parabolic equations Pontryagin maximum principle |
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