Uniqueness of unbounded viscosity solutions for impulse control problem

DOI10.1016/j.jmaa.2005.07.033zbMath1086.49023OpenAlexW2125907113MaRDI QIDQ819679

Mythily Ramaswamy, Sheetal Dharmatti

Publication date: 29 March 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.07.033

zbMATH Keywords

viscosity solutionimpulse controlquasivariational inequalitydynamic programming principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Impulsive optimal control problems (49N25)

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Cites Work

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• Systems governed by ordinary differential equations with continuous, switching and impulse controls
• Zero-sum differential games involving impulse controls
• Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs
• Two Approximations of Solutions of Hamilton-Jacobi Equations
• Deterministic Impulse Control Problems
• Optimal Switching for Ordinary Differential Equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations