摘要
Optimal switching and impulse controls for a distributed parameter systems are considered.We prove that the value functions u_u(·) of approximating problems approach to the value functionu(·) of the original problem,while u_u(·) is the unique viscosity solution of the correspondingHamilton-Jacobi-Bellman system.We also construct an optimal control for the original problem viathe value function u(·).
Optimal switching and impulse controls for a distributed parameter systems are considered.We prove that the value functions u_u(·) of approximating problems approach to the value functionu(·) of the original problem,while u_u(·) is the unique viscosity solution of the correspondingHamilton-Jacobi-Bellman system.We also construct an optimal control for the original problem viathe value function u(·).
