Value Function of an Infinite Dimensional Infinite Horizon Problem

We investigate the value function of an infinite horizon problem in the setting of an infinite-dimensional differential inclusion. In particular, we provide an upper estimate of its Gateaux subdifferential in terms of the Clarke subdifferential of the integrand and the Clarke normal cone to the grap...

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Bibliographic Details
Published in:2020 European Control Conference (ECC) pp. 831 - 836
Main Authors: Frankowska, Helene, Sagara, Nobusumi
Format: Conference Proceeding
Language:English
Japanese
Published: EUCA 01.05.2020
Subjects:
Aerospace electronics
Dynamic programming
Economics
Logic gates
Trajectory
Viscosity
Online Access:Get full text
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Summary:We investigate the value function of an infinite horizon problem in the setting of an infinite-dimensional differential inclusion. In particular, we provide an upper estimate of its Gateaux subdifferential in terms of the Clarke subdifferential of the integrand and the Clarke normal cone to the graph of the set-valued dynamics. We also derive a necessary optimality condition in the form of an Euler-Lagrange inclusion, the maximum principle and a sensitivity relation.
DOI:10.23919/ECC51009.2020.9143858