SEMIGROUP APPROACH FOR THE APPROXIMATION OF A CONTROL PROBLEM WITH UNBOUNDED DYNAMICS

Citation
P. Loreti et A. Siconolfi, SEMIGROUP APPROACH FOR THE APPROXIMATION OF A CONTROL PROBLEM WITH UNBOUNDED DYNAMICS, Journal of optimization theory and applications, 79(3), 1993, pp. 599-610
Citations number
7
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
ISSN journal
00223239
Volume
79
Issue
3
Year of publication
1993
Pages
599 - 610
Database
ISI
SICI code
0022-3239(1993)79:3<599:SAFTAO>2.0.ZU;2-#
Abstract
In this paper, we approximate a control problem in an infinite-dimensi onal Hilbert space by means of a sequence of discrete problems. In the differential equation which describes the dynamics, a Lipschitz pertu rbation of an unbounded linear operator appears. We prove a convergenc e result of the approximation value functions to the value function of the original problem.