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
arising in the optimal switching problem with two modes.
We derive the optimal -regularity for the minimal solution under the assumption that the zero loop set is the closure of its interior. This result is optimal and we provide a counterexample showing that the -regularity does not hold without the assumption .
Cite this article
Gohar Aleksanyan, Optimal regularity in the optimal switching problem. Ann. Inst. H. Poincaré Anal. Non Linéaire 33 (2016), no. 6, pp. 1455–1471
DOI 10.1016/J.ANIHPC.2015.06.001