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arXiv · 1410.1736

Optimal regularity in the optimal switching problem

Gohar Aleksanyan
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Abstract

In this article we study the optimal regularity for solutions to the following weakly coupled system with interconnected obstacles \begin{equation*} \begin{cases} \min (-\Delta u^1+f^1, u^1-u^2+\psi^1)=0 \\ \min (-\Delta u^2+f^2, u^2-u^1+\psi^2)=0, \end{cases} \end{equation*} arising in the optimal switching problem with two modes. We derive the optimal $C^{1,1}$-regularity for the minimal solution under the assumption that the zero loop set $\mathscr{L}:= \{ \psi^1+\psi^2=0\}$ is the closure of its interior. This result is optimal and we provide a counterexample showing that the $C^{1,1}$-regularity does not hold without the assumption $\mathscr{L} = \overline{ \mathscr{L}^0} $.

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Gohar Aleksanyan. 2014-10-07. Optimal regularity in the optimal switching problem. https://doi.org/10.1016/j.anihpc.2015.06.001

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