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On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints

On unbounded solutions of Bellman's equation associated with optimal switching control problems... We study a quasi-variational inequality system with unbounded solutions. It represents the Bellman equation associated with an optimal switching control problem with state constraints arising from production engineering. We show that the optimal cost is the unique viscosity solution of the system. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints

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References (8)

Publisher
Springer Journals
Copyright
Copyright © 1995 by Springer-Verlag New York Inc.
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
DOI
10.1007/BF01182554
Publisher site
See Article on Publisher Site

Abstract

We study a quasi-variational inequality system with unbounded solutions. It represents the Bellman equation associated with an optimal switching control problem with state constraints arising from production engineering. We show that the optimal cost is the unique viscosity solution of the system.

Journal

Applied Mathematics and Optimization – Springer Journals

Published: Feb 2, 2005

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