Boundary control problems with convex cost and dynamic programming in infinite dimension. II: Existence for HJB
type: Item
instance of: scholarly article
title: Boundary control problems with convex cost and dynamic programming in infinite dimension. II: Existence for HJB
zbMATH Open document ID: 1140.49004
author: Silvia Faggian
published in: Discrete and Continuous Dynamical Systems
publication date: 2005-04-11T00:00:00Z
review text: The author studies the Hamilton-Jacobi-Bellman equation originating from boundary control problems for partial differential equations. The state equation of control problems is linear and the cost functional is convex. The author shows that the value function of the control problem is a solution of an integral version of the Hamilton-Jacobi-Bellman equation. She also proves that this solution is the limit of classical solutions of approximating equations, for part I see Zbl 1150.49008.
reviewed by: J-P Raymond
Mathematics Subject Classification ID: 49J15
Mathematics Subject Classification ID: 49J20
Mathematics Subject Classification ID: 35B37
Mathematics Subject Classification ID: 49L99
zbMATH DE Number: 2154997
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: boundary control
zbMATH Keywords: linear convex control problems
MaRDI profile type: Publication
full work available at URL: dcds.2005.12.323
OpenAlex ID: W1981447181
DOI: 10.3934/DCDS.2005.12.323
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description: scientific article; zbMATH DE number 2154997