Optimal switching for systems governed by nonlinear evolution equations
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Publication:3782322
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
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
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