ISSN:
1432-0606
Keywords:
Bellman equation
;
Hamilton-Jacobi equation
;
Quasi-variational inequality
;
Viscosity solution
;
Unbounded solutions
;
Optimal switching
;
Optimal control
;
State constraints
;
Production engineering
;
49C05
;
49C20
;
49B10
;
49A36
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We study a quasi-variational inequality system with unbounded solutions. It represents the Bellman equation associated with an optimal switching control problem with state constraints arising from production engineering. We show that the optimal cost is the unique viscosity solution of the system.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01182554
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