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
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.