A Neumann Boundary Control for Multidimensional Parabolic “Minmax” Control Problems

作者: Andrzej Nowakowski

DOI: 10.1007/978-0-8176-4834-3_4

关键词: Boundary (topology)MathematicsState spaceNeumann boundary conditionPartial differential equationDynamic programmingDual spaceParabolic partial differential equationOptimal controlMathematical optimization

摘要: In this paper, the optimal control problems of “minmax” type, governed by parabolic equations with second on boundary (Neumann condition), are considered.We apply a new dual dynamic programming approach to derive sufficient optimality conditions for such problems. The idea is move all notions from state space and obtain verification theorem providing which should be satisfied solution partial differential equation programming. We also give existence an feedback control.

参考文章(20)
A. Fursikov, Optimal Control of Distributed Systems: Theory and Applications Translations of Mathematical#N# Monographs. ,(2000) , 10.1090/MMONO/187
Giuseppe Da Prato, Viorel Barbu, Hamilton-Jacobi equations in Hilbert spaces ,(1983)
N. N. Krasovskiǐ, Samuel Kotz, A. I. Subbotin, Game-theoretical control problems ,(1988)
B. S. Mordukhovich, K. Zhang, Minimax control of parabolic systems with Dirichlet boundary conditions and state constraints Applied Mathematics and Optimization. ,vol. 36, pp. 323- 360 ,(1997) , 10.1007/S002459900066