Optimal stochastic scheduling of systems with Poisson noises
DOI10.1007/BF01442652zbMath0628.93079OpenAlexW1999845278MaRDI QIDQ1093613
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
viscosity solutionquasi-variational inequalitiesvalue functiondynamic programming principleoptimal stochastic schedulingpenalized systemPoisson disturbances
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)
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