Optimal Stochastic Scheduling of Systems with Poisson Noises.

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dc.contributor.authorLi, C.W.en_US
dc.contributor.authorBlankenehip, Gilmer L.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:34:09Z
dc.date.available2007-05-23T09:34:09Z
dc.date.issued1985en_US
dc.description.abstractWe consider the problem of optimal stochastic scheduling for nonlinear systems with Poisson noise disturbances and a performing index including both operating costs and costs for scheduling changes. In general, the value functions of the dynamic programming, quasivariational inequalities which define the optimality conditions for such problems are not differentiable. However, we can treat them as 'viscosity solutions' as introduced by Crandall and Lions. Existence and uniqueness questions are studied from this point of view.en_US
dc.format.extent1055140 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4393
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1985-19en_US
dc.titleOptimal Stochastic Scheduling of Systems with Poisson Noises.en_US
dc.typeTechnical Reporten_US

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