Differentiability of the Value Function of Semilinear Parabolic Infinite Time Horizon Optimal Control Problems on $L^2(\Omega)$ under Control Constraints
Optimization and Control
2023-05-19 v5
Abstract
An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls is established. It guarantees that the value function satisfies the associated Hamilton-Jacobi-Bellman equation in the classical sense. The applicability of the developed framework is demonstrated for specific semilinear parabolic equations.
Keywords
Cite
@article{arxiv.2108.12888,
title = {Differentiability of the Value Function of Semilinear Parabolic Infinite Time Horizon Optimal Control Problems on $L^2(\Omega)$ under Control Constraints},
author = {Karl Kunisch and Buddhika Priyasad},
journal= {arXiv preprint arXiv:2108.12888},
year = {2023}
}