Optimal stochastic scheduling of systems with Poisson noises
type: Item
instance of: scholarly article
title: Optimal stochastic scheduling of systems with Poisson noises
zbMATH Open document ID: 0628.93079
DOI: 10.1007/BF01442652
author: B. George
published in: Applied Mathematics and Optimization
publication date: 1987-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 90B35
Mathematics Subject Classification ID: 35D05
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 4023183
zbMATH Keywords: optimal stochastic scheduling
zbMATH Keywords: Poisson disturbances
zbMATH Keywords: dynamic programming principle
zbMATH Keywords: quasi-variational inequalities
zbMATH Keywords: value function
zbMATH Keywords: viscosity solution
zbMATH Keywords: penalized system
reviewed by: Makiko Nisio
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01442652
OpenAlex ID: W1999845278
description: scientific article; zbMATH DE number 4023183