Electronic Resource
Springer
Applied mathematics & optimization
15 (1987), S. 187-221
ISSN:
1432-0606
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We consider the problem of optimal stochastic scheduling for nonlinear systems with Poisson noise disturbances and a performance index including both operating costs and costs for scheduling changes. In general, the value functions of the dynamic programming, quasi-variational inequalities which define the optimality conditions for such problems are not differentiable. However, we can treat them as “viscosity solutions” as introduced by Crandall and Lions. Existence and uniqueness questions are studied from this point of view.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01442652
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