DOI: 10.1007/978-0-8176-4834-3_4
关键词: Boundary (topology) 、 Mathematics 、 State space 、 Neumann boundary condition 、 Partial differential equation 、 Dynamic programming 、 Dual space 、 Parabolic partial differential equation 、 Optimal control 、 Mathematical 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.