Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations

Abstract

We study several aspects of the dynamic programming approach to optimal control of abstract evolution equations, including a class of semilinear partial differential equations. We introduce and prove a verification theorem which provides a sufficient condition for optimality. Moreover we prove sub- and superoptimality principles of dynamic programming and give an explicit construction of $\epsilon$-optimal controls.optimal control of PDE; verification theorem; dynamic programming; $\epsilon$-optimal controls; Hamilton-Jacobi-Bellman equations