Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs

DOI10.1006/JMAA.2000.7018zbMATH Open0964.49015OpenAlexW2024742398MaRDI QIDQ1589945FDOQ1589945

Joseph A. Ball, Jerawan Chudoung

Publication date: 22 July 2001

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

Full work available at URL: https://doi.org/10.1006/jmaa.2000.7018

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zbMATH Keywords

differential gamelower and upper semicontinuityviscosity sub- and supersolutioncontrol switchinglower value functionsystem of quasivariational inequalitiesworst-case disturbance attenuation

Mathematics Subject Classification ID

Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

• L\(_2\)-gain and passivity techniques in nonlinear control
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• Impulsive optimal control with finite or infinite time horizon
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• Extending H^∞ Control to Nonlinear Systems: Control of Nonlinear Systems to Achieve Performance Objectives
• Robust Optimal Switching Control for Nonlinear Systems
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• $\mathcal{H}_\infty $ Control of Nonlinear Systems: Differential Games and Viscosity Solutions

Cited In (4)

• Uniqueness of unbounded viscosity solutions for impulse control problem
• On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints
• Title not available (Why is that?)
• Viscosity Solutions for the Monotone Control Problem

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