Optimal stochastic scheduling of systems with Poisson noises (Q1093613)
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scientific article; zbMATH DE number 4023183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stochastic scheduling of systems with Poisson noises |
scientific article; zbMATH DE number 4023183 |
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Optimal stochastic scheduling of systems with Poisson noises (English)
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1987
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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.
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optimal stochastic scheduling
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Poisson disturbances
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dynamic programming principle
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quasi-variational inequalities
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value function
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viscosity solution
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penalized system
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