Optimal switching for systems governed by nonlinear evolution equations
作者:
Srdjan Stojanovic,
Jiongmin Yong,
期刊:
Numerical Functional Analysis and Optimization
(Taylor Available online 1987)
卷期:
Volume 9,
issue 9-10
页码: 995-1030
ISSN:0163-0563
年代: 1987
DOI:10.1080/01630568708816271
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Optimal switching for a nonlinear evolution equation is considered. A type of approximating problems with value functions {uu0<u<u0} is studied. We prove that each uuis the unique viscositY solution of corresponding Hami1ton-Jacoby system, uuconvergesto the value function u of the original problem as µ goes to 0, and an optimal control is determined.
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