A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs

DOI10.1137/0143030zbMath0511.93077OpenAlexW1990300142MaRDI QIDQ4750517

S. A. Belbas, Suzanne M. Lenhart

Publication date: 1983

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0143030

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsquasi-variational inequalitiesswitching cost

Mathematics Subject Classification ID

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