Optimal stochastic scheduling of systems with Poisson noises (Q1093613): Difference between revisions

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.