Optimal switching for systems governed by nonlinear evolution equations

DOI10.1080/01630568708816271zbMath0641.49019OpenAlexW1965374853MaRDI QIDQ3782322

Srdjan D. Stojanovic, Jiong-min Yong

Publication date: 1987

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630568708816271

zbMATH Keywords

viscosity solutionsoptimal switchinginfinite-dimensional nonlinear evolution processes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Initial value problems for linear higher-order PDEs (35G10) Hamilton-Jacobi theories (49L99) Higher-order parabolic equations (35K25)

Related Items (9)

Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach ⋮ Optimal switching for partial differential equations. I ⋮ Optimal switching for partial differential equations. II ⋮ Differential games with switching strategies ⋮ A numerical method for a class of mixed switching and impulsive optimal control problems ⋮ Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation ⋮ 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

• Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
• Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
• Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
• Optimal switching for partial differential equations. I
• Optimal switching for partial differential equations. II
• Hamilton-Jacobi equations in infinite dimensions. III
• Nonlinear evolution equations in an arbitrary Banach space
• Optimization of functions on certain subsets of Banach spaces
• An abstract functional differential equation and a related nonlinear Volterra equation
• On existence and uniqueness of solutions of Hamilton-Jacobi equations
• Optimal Switching for Ordinary Differential Equations
• Nonlinear evolution equations in Banach spaces
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