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

DOI10.1006/JMAA.2000.7018MaRDI QIDQ1589945zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

control switchingdifferential gamelower and upper semicontinuitylower value functionsystem of quasivariational inequalitiesviscosity sub- and supersolutionworst-case disturbance attenuation

Mathematics Subject Classification ID

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

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Cites work

• $\mathcal{H}_\infty $ Control of Nonlinear Systems: Differential Games and Viscosity Solutions
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• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3609497 (Why is no real title available?)
• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
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• L₂-gain and passivity techniques in nonlinear control
• On the Efficacy of Nonlinear Control in Uncertain Linear Systems
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• Optimal control and differential games with measures
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Robust Optimal Switching Control for Nonlinear Systems
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(6)

• On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints
• Systems of quasi-variational inequalities related to the switching problem
• scientific article; zbMATH DE number 417297 (Why is no real title available?)
• Viscosity Solutions for the Monotone Control Problem
• Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type
• Uniqueness of unbounded viscosity solutions for impulse control problem

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