scientific article; zbMATH DE number 3766545

DOI10.1512/IUMJ.1983.32.32026MaRDI QIDQ3948207zbMATH OpenOpenAlexFDO

Authors Suzanne Lenhart

Publication date 1983

Published in Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1512/iumj.1983.32.32026

zbMATH Keywords

Bellman equationnonlinear elliptic equationobstacleoptimal stopping time

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Hamilton-Jacobi theories (49L99) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cited in

(8)

• On the rate of convergence of solutions in singular perturbation problems
• Optimal stochastic switching of some queueing networks
• Optimal stochastic switching of dynamic routing in networks
• Regularity for obstacle problems in infinite dimensional Hilbert spaces
• Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
• Optimal selection policy for a flexible manufacturing cell using optimal stochastic switching
• On L^p-viscosity solutions of bilateral obstacle problems with unbounded ingredients
• An impulsive control problem with state constraint

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