Asymptotics in quasi-variational inequalities and ergodic control problems

DOI10.1016/0167-6911(83)90058-0zbMath0517.93066OpenAlexW2064176084MaRDI QIDQ1053656

Maurice Robin

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90058-0

zbMATH Keywords

asymptotic behaviourmachine replacementinventory controldiscounted impulse-control problemsquasi- variational inequalitiesstationary variational inequalities

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Reliability, availability, maintenance, inspection in operations research (90B25) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Existence of optimal solutions to problems involving randomness (49J55)

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Cites Work

• Optimal control of diffusion processes with reflection
• On the support of the solution of some variational inequalities of evolution
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