Optimal stochastic scheduling of systems with Poisson noises (Q1093613): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q731708 |
Changed an Item |
||
| Property / reviewed by | |||
| Property / reviewed by: Makiko Nisio / rank | |||
Normal rank | |||
Revision as of 14:27, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stochastic scheduling of systems with Poisson noises |
scientific article |
Statements
Optimal stochastic scheduling of systems with Poisson noises (English)
0 references
1987
0 references
This paper deals with optimal stochastic scheduling problems for a nonlinear system with Poisson disturbances. Using the dynamic programming principle the authors show that the optimality conditions are expressed by quasi-variational inequalities. Moreover, the value function is a unique viscosity solution of a quasi-variational inequality. Approximation by a penalized system is investigated.
0 references
optimal stochastic scheduling
0 references
Poisson disturbances
0 references
dynamic programming principle
0 references
quasi-variational inequalities
0 references
value function
0 references
viscosity solution
0 references
penalized system
0 references
