Optimal stochastic scheduling of systems with Poisson noises

DOI10.1007/BF01442652zbMath0628.93079OpenAlexW1999845278MaRDI QIDQ1093613

B. George

Publication date: 1987

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442652

zbMATH Keywords

viscosity solutionquasi-variational inequalitiesvalue functiondynamic programming principleoptimal stochastic schedulingpenalized systemPoisson disturbances

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Deterministic scheduling theory in operations research (90B35) Nonlinear systems in control theory (93C10) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

On first-order quasi-variational inequalities with integral terms

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