Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities
DOI10.1137/15M1023014zbMath1372.35169arXiv1501.04477MaRDI QIDQ5270333
Erhan Bayraktar, Andrea Cossc, Huyên Pham
Publication date: 23 June 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.04477
randomizationstochastic gamesoptimal switchingergodic problemsystem of quasi-variational inequalities
Asymptotic behavior of solutions to PDEs (35B40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Unilateral problems for nonlinear parabolic equations and variational inequalities with nonlinear parabolic operators (35K86)
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