Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs

DOI10.1006/jmaa.2000.7018zbMath0964.49015OpenAlexW2024742398MaRDI QIDQ1589945

Joseph A. Ball, Jerawan Chudoung

Publication date: 22 July 2001

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

Full work available at URL: https://doi.org/10.1006/jmaa.2000.7018

zbMATH Keywords

differential gamelower and upper semicontinuityviscosity sub- and supersolutioncontrol switchinglower value functionsystem of quasivariational inequalitiesworst-case disturbance attenuation

Mathematics Subject Classification ID

Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items

Uniqueness of unbounded viscosity solutions for impulse control problem

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