Perturbation analysis of a system of quasi-variational inequalities for optimal stochastic scheduling

DOI10.1109/TAC.1981.1102779zbMath0469.49009OpenAlexW1969442045MaRDI QIDQ3923157

William E. jun. Hopkins, Gilmer L. Blankenship

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1981.1102779

zbMATH Keywords

singular perturbationsquasi-variational inequalitiesfree boundaryoptimal stochastic control

Mathematics Subject Classification ID

Variational inequalities (49J40) Nonlinear elliptic equations (35J60) Free boundary problems for PDEs (35R35) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

A Method for Computing Double Band Policies for Switching between Two Diffusions ⋮ Singular perturbations and time-scale methods in control theory: Survey 1976-1983

This page was built for publication: Perturbation analysis of a system of quasi-variational inequalities for optimal stochastic scheduling