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
Authors: 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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differential gamelower and upper semicontinuityviscosity sub- and supersolutioncontrol switchinglower value functionsystem of quasivariational inequalitiesworst-case disturbance attenuation
Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Cites Work
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- Impulsive optimal control with finite or infinite time horizon
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- 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 (6)
- Uniqueness of unbounded viscosity solutions for impulse control problem
- Systems of quasi-variational inequalities related to the switching problem
- Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type
- 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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