Value function and necessary optimality conditions in deterministic optimal control

04.10.2017 16:15 - 17:15

Hélène Frankowska (Universite Pierre et Marie Curie Paris)

In this talk I will discuss some  recent advances made in first and second order optimality conditions for the classical deterministic optimal control problem. The value function associated to this problem is the unique  solution to a  Hamilton-Jacobi PDE. The control theoretic approach implied some new regularity results on the solution of this equation and left few problems open. The developed variational analysis  techniques, being quite straightforward, apply as well to stochastic optimal control and optimal control of PDEs.


Organiser:
R.I. Bot
Location:

Sky Lounge, 12. OG, OMP 1