Dynamic Programming Viscosity Solution Approach
摘要
Chapter 4 introduces a novel approach based on dynamic programming and viscosity solution to approximate optimal control solutions for complex systems. This method departs from traditional methods and is demonstrated through various interesting paradigms from technical and biological domains. After introducing the fundamentals of the method, the chapter applies it to three distinct optimal control problems: optimal drug therapies for HIV/AIDS, optimal control of continuous casting of steel, and optimal birth control in age-structured population dynamics of the McKendrick type. For each problem, the optimal feedback control strategies are derived, and numerical solutions are obtained, showcasing the versatility and effectiveness of the dynamic programming viscosity solution approach in tackling real-world optimal control challenges.