Optimal switching for partial differential equations. II
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Publication:1123384
DOI10.1016/0022-247X(89)90302-8zbMath0677.49004MaRDI QIDQ1123384
Jiong-min Yong, Srdjan D. Stojanovic
Publication date: 1989
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
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 (9)
Optimal switching for partial differential equations. I ⋮ Nonconvex penalization of switching control of partial differential equations ⋮ Optimal switching for systems governed by nonlinear evolution equations ⋮ Differential games with switching strategies ⋮ A numerical method for a class of mixed switching and impulsive optimal control problems ⋮ Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes ⋮ Systems governed by ordinary differential equations with continuous, switching and impulse controls ⋮ On a class of optimal control problems with state jumps ⋮ Zero-sum differential games involving impulse controls
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Optimal switching for partial differential equations. I
- Hamilton-Jacobi equations in infinite dimensions. III
- Optimal Switching for Ordinary Differential Equations
- Optimal switching for systems governed by nonlinear evolution equations
- Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
- A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
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