paper

Differentiability of the Value Function of Semilinear Parabolic Infinite Time Horizon Optimal Control Problems on under Control Constraints

arXiv:2108.12888 · doi:10.1007/s00245-022-09840-9

Abstract

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.