• DocumentCode
    485579
  • Title

    Optimal Control of Diffusion Processes with Switching Costs

  • Author

    Lenhart, Suzanne N. ; Belbas, Stavros A.

  • Author_Institution
    Department of Mathematics, University of Tennessee, Knoxville, Tennessee 37996
  • fYear
    1982
  • fDate
    14-16 June 1982
  • Firstpage
    511
  • Lastpage
    516
  • Abstract
    The problem of optimal switching control of a diffusion process with costly switchings leads us to a system of fully nonlinear elliptic partial differential equations with implicit obstacles. We obtain results on the existence, uniqueness and regularity of the solution of this system.
  • Keywords
    Control systems; Cost function; Differential equations; Diffusion processes; Educational institutions; Mathematics; Nonlinear control systems; Optimal control; Partial differential equations; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1982
  • Conference_Location
    Arlington, VA, USA
  • Type

    conf

  • Filename
    4787903
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=485579