On the viscosity solutions of hybrid HJB equations arising in optimal control of loss networks

DOI10.4310/CIS.2008.v8.n1.a2zbMath1157.49035OpenAlexW1994182823MaRDI QIDQ1006519

Zhongjing Ma, Roland P. Malhamé, Peter E. Caines

Publication date: 24 March 2009

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1233153121

zbMATH Keywords

circuit-switched networkshybrid HJB equationsoptimal stochastic control problems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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