Optimal switching for systems governed by nonlinear evolution equations

DOI10.1080/01630568708816271zbMath0641.49019MaRDI 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

zbMATH Keywords

viscosity solutions; optimal switching; infinite-dimensional nonlinear evolution processes

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

35G10: Initial value problems for linear higher-order PDEs

49L99: Hamilton-Jacobi theories

35K25: Higher-order parabolic equations

Related Items

Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach, Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation, Systems governed by ordinary differential equations with continuous, switching and impulse controls, Differential games with switching strategies, Optimal switching for partial differential equations. I, Optimal switching for partial differential equations. II, On a class of optimal control problems with state jumps, Zero-sum differential games involving impulse controls, A numerical method for a class of mixed switching and impulsive optimal control problems

Cites Work

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• Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
• Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
• Optimal switching for partial differential equations. I
• Optimal switching for partial differential equations. II
• Hamilton-Jacobi equations in infinite dimensions. III
• Nonlinear evolution equations in an arbitrary Banach space
• Optimization of functions on certain subsets of Banach spaces
• An abstract functional differential equation and a related nonlinear Volterra equation
• On existence and uniqueness of solutions of Hamilton-Jacobi equations
• Optimal Switching for Ordinary Differential Equations
• Nonlinear evolution equations in Banach spaces
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