Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
842203 | Nonlinear Analysis: Theory, Methods & Applications | 2009 | 14 Pages |
Abstract
We study optimal 2-switching and nn-switching problems and the corresponding system of variational inequalities. We obtain results on the existence of viscosity solutions for the 2-switching problem for various setups when the cost of switching is non-deterministic. For the nn-switching problem we obtain regularity results for the solutions of the variational inequalities. The solutions are C1,1C1,1-regular away for the free boundaries of the action sets.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Engineering (General)
Authors
T. Arnarson, B. Djehiche, M. Poghosyan, H. Shahgholian,