Two-phase anisotropic free boundary problems and applications to the Bellman equation in 2D (Q1745401)
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Two-phase anisotropic free boundary problems and applications to the Bellman equation in 2D (English)
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17 April 2018
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Solving the Bellman equation, defined as a minimization problem for a set of elliptic operators, is used as one of optimisation methods within the dynamical optimization concept. This work addresses the specific problem within this approach: a Lipschitz regularity of solutions in the case of an anisotropic free boundary that may be quite important in practical applications since it gives estimations, which prevent instant breakdowns during numerical solutions of the optimization problems.
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Bellman equation
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optimisation
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free boundary
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dynamic programming
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