Optimal switching for partial differential equations. I

DOI10.1016/0022-247X(89)90301-6MaRDI QIDQ1123383zbMATH OpenOpenAlexFDO

Authors Srdjan D. Stojanovic, Jiongmin Yong

Publication date 1989

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(89)90301-6

zbMATH Keywords

viscosity solutionabstract Cauchy problemHamilton- Jacobi systemOptimal switching

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20)

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Cites work

• scientific article; zbMATH DE number 4180191 (Why is no real title available?)
• scientific article; zbMATH DE number 3576139 (Why is no real title available?)
• scientific article; zbMATH DE number 3801925 (Why is no real title available?)
• A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
• A note on a Hamilton-Jacobi equation in Hilbert space
• Global solutions for a class of hamilton-jacobi equations in hilbert spaces
• Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
• Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
• Hamilton-Jacobi equations in infinite dimensions. III
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Optimal Switching for Ordinary Differential Equations
• Optimal control for parabolic equations
• Optimal switching for partial differential equations. II
• Optimal switching for systems governed by nonlinear evolution equations
• Optimization of functions on certain subsets of Banach spaces
• Semigroups of linear operators and applications to partial differential equations

Cited in

(10)

• Optimal switching for systems governed by nonlinear evolution equations
• Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
• scientific article; zbMATH DE number 3923535 (Why is no real title available?)
• scientific article; zbMATH DE number 417297 (Why is no real title available?)
• Nonconvex penalization of switching control of partial differential equations
• A convex penalty for switching control of partial differential equations
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
• Optimal Switching for Ordinary Differential Equations
• Optimal switching for partial differential equations. II
• The existence and properties of the solution of a class of nonlinear differential equations with switching at variable times

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