Optimal stochastic switching and the Dirichlet problem for the Bellman equation
Optimal stochastic switching and the Dirichlet problem for the Bellman equation
Let <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper L Superscript i"> <mml:semantics> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msup> <mml:mi>L</mml:mi> <mml:mi>i</mml:mi> </mml:msup> </mml:mrow> <mml:annotation encoding="application/x-tex">{L^i}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be a sequence of second order elliptic operators in a bounded <italic>n</italic>-dimensional domain <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="normal upper Omega"> <mml:semantics> <mml:mi mathvariant="normal">Ω<!-- Ω --></mml:mi> <mml:annotation encoding="application/x-tex">\Omega</mml:annotation> </mml:semantics> …