Optimal switching for partial differential equations. I

DOI10.1016/0022-247X(89)90301-6zbMath0677.49003OpenAlexW2987689016MaRDI QIDQ1123383

Jiong-min Yong, Srdjan D. Stojanovic

Publication date: 1989

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(89)90301-6

zbMATH Keywords

viscosity solutionabstract Cauchy problemHamilton- Jacobi systemOptimal switching

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items

Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach, The existence and properties of the solution of a class of nonlinear differential equations with switching at variable times, Optimal switching for partial differential equations. II, Nonconvex penalization of switching control of partial differential equations, Optimal switching for systems governed by nonlinear evolution equations, Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes, A convex penalty for switching control of partial differential equations

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