Differentiability of the Value Function of Semilinear Parabolic Infinite Time Horizon Optimal Control Problems on $L^2(Omega)$ under Control Constraints


Abstract in English

An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls is established. It guarantees that the value function satisfies the associated Hamilton-Jacobi-Bellman equation in the classical sense. The applicability of the developed framework is demonstrated for specific semilinear parabolic equations.

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