Optimal regularity in the optimal switching problem

DOI10.1016/J.ANIHPC.2015.06.001MaRDI QIDQ342587zbMATH OpenOpenAlexFDO

Authors Gohar Aleksanyan

Publication date 17 November 2016

Published in Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.1736

zbMATH Keywords

free boundary problemnonlinear elliptic systemobstacle problemoptimal regularitydouble obstacle problemoptimal switching problem

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Regularity of solutions in optimal control (49N60) Free boundary problems for PDEs (35R35)

Abstract: In this article we study the optimal regularity for solutions to the following weakly coupled system with interconnected obstacles �egin{equation*} �egin{cases} min (-Delta u^1+f^1, u^1-u^2+psi^1)=0 \ min (-Delta u^2+f^2, u^2-u^1+psi^2)=0, end{cases} end{equation*} arising in the optimal switching problem with two modes. We derive the optimal $C^{1,1}$-regularity for the minimal solution under the assumption that the zero loop set $mathscrL:=ps{i}^1+ps{i}^2=0$ is the closure of its interior. This result is optimal and we provide a counterexample showing that the $C^{1,1}$-regularity does not hold without the assumption $mathscrL=overlinemathscr{L}^0$.

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Cites work

• scientific article; zbMATH DE number 447275 (Why is no real title available?)
• A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
• Adjoint methods for obstacle problems and weakly coupled systems of PDE
• Elliptic partial differential equations of second order
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Optimal regularity for the no-sign obstacle problem
• Regularity of free boundaries in obstacle-type problems
• Systems of weakly coupled Hamilton-Jacobi equations with implicit obstacles

Cited in

(9)

• On optimality gaps in the Halfin-Whitt regime
• A stabilised finite element method for the plate obstacle problem
• An overview of unconstrained free boundary problems
• Optimal switching with minimum dwell time constraint
• A PDE approach to regularity of solutions to finite horizon optimal switching problems
• Optimal regime switching and threshold effects
• Analysis of blow-ups for the double obstacle problem in dimension two
• On the One-Dimensional Optimal Switching Problem
• Systems of fully nonlinear degenerate elliptic obstacle problems with Dirichlet boundary conditions

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