✦ LIBER ✦
Comparison Theorems for Viscosity Solutions of a System of Quasivariational Inequalities with Application to Optimal Control with Switching Costs
✍ Scribed by Joseph A Ball; Jerawan Chudoung
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 172 KB
- Volume
- 251
- Category
- Article
- ISSN
- 0022-247X
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✦ Synopsis
In this paper we prove a comparison principle between a viscosity sub-and supersolution for a system of quasivariational inequalities and apply it to show that a continuous lower value vector function of an optimal switching-cost control problem is characterized as the minimal, nonnegative, continuous, viscosity supersolution of the SQVI.