Optimal switching for partial differential equations. I

DOI10.1016/0022-247X(89)90301-6zbMATH Open0677.49003OpenAlexW2987689016MaRDI QIDQ1123383FDOQ1123383

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

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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)

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Optimal Switching for Ordinary Differential Equations
• Optimization of functions on certain subsets of Banach spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
• A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
• Optimal control for parabolic equations
• Title not available (Why is that?)
• Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
• Hamilton-Jacobi equations in infinite dimensions. III
• Global solutions for a class of hamilton-jacobi equations in hilbert spaces
• Optimal switching for partial differential equations. II
• Optimal switching for systems governed by nonlinear evolution equations
• A note on a Hamilton-Jacobi equation in Hilbert space

Cited In (10)

• 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 partial differential equations. II
• The existence and properties of the solution of a class of nonlinear differential equations with switching at variable times
• Title not available (Why is that?)
• Nonconvex penalization of switching control of partial differential equations
• Optimal Switching for Ordinary Differential Equations
• Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
• Title not available (Why is that?)
• Optimal switching for systems governed by nonlinear evolution equations

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