Averaging in optimal switching control problems
type: Item
instance of: scholarly article
title: Averaging in optimal switching control problems
zbMATH Open document ID: 0965.93066
author: Fenglin Xu
published in: Applied Mathematics. Series B (English Edition)
publication date: 2000-05-10T00:00:00Z
review text: This paper presents two cases in optimal switching control problems: (1) the switching cost does not depend on \(\varepsilon\) and (2) the switching cost vanishes as \(\varepsilon\) tends to zero. It is proved that the value function of the original fast problem converges locally uniformly to the value function of the averaged problem in both cases. In case (1) the limit problem is a switching control problem. The limit problem in case (2) is a classical control problem and the controls are involved in averaging.
reviewed by: Sebastian Aniţa
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 34C29
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 93D15
zbMATH DE Number: 1445608
zbMATH Keywords: viscosity solutions
zbMATH Keywords: Hamilton-Jacobi-Bellman equations
zbMATH Keywords: optimal switching
zbMATH Keywords: value function
zbMATH Keywords: switching control
zbMATH Keywords: averaging
MaRDI profile type: Publication
full work available at URL: s11766-000-0015-6
OpenAlex ID: W2006471415
cites work: Averaging in Lagrange and Minimax Problems of Optimal Control
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cites work: The perturbed test function method for viscosity solutions of nonlinear PDE
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cites work: Systems governed by ordinary differential equations with continuous, switching and impulse controls
DOI: 10.1007/S11766-000-0015-6
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description: scientific article; zbMATH DE number 1445608