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Optimal switching for systems governed by nonlinear evolution equations |
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| Authors: | Srdjan Stojanovic Jiongmin Yong |
| Institution: | 1. Department of Mathematical Sciences , University of Cincinnati , Cincinnati, Ohio, 45221, U.S.A.;2. Department of Mathematics , University of Texas at Austin , Austin, Texas, 78712, U.S.A. |
| Abstract: | 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 uu is the unique viscositY solution of corresponding Hami1ton-Jacoby system, uu convergesto the value function u of the original problem as µ goes to 0, and an optimal control is determined. |
| Keywords: | spheres approximation spherical convolution spherical shifting AMS-MOS Classifications: 41A30 AMS-MOS Classifications: 41A35 AMS-MOS Classifications: 42A85 AMS-MOS Classifications: 42C10 |