Averaging in optimal switching control problems

被引：0
|
作者：
Fenglin X. [1 ]
机构：
[1] Dept. of Basic Courses, Shandong Institute of Light Industry, Jinan
来源：
Applied Mathematics-A Journal of Chinese Universities | 2000年 / 15卷 / 1期
基金：
中国国家自然科学基金;
关键词：
Averaging; HJB equation; Switching control; Viscosity solutions;
D O I：
10.1007/s11766-000-0015-6
中图分类号：
学科分类号：
摘要：
The averaging in optimal switching control problems is considered under the following two cases: the switching cost does not depend on ∊ and the switching cost vanishes as ∊tends to zero. The value function of the original fast problem converges locally uniformly to the value function of the averaged problem under both cases. The ways of averaging turn out to be different between both cases. © 2000, Springer Verlag. All rights reserved.
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页码：99 / 108
页数：9
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