Published June 6, 2003 | Version v1
Journal article

Variational Inequalities for Leavable Bounded-Velocity Control

  • 1. Department of Mathematics, Faculty of Science, Saitama University, Saitama 338-8570 (Japan)
  • 2. Department of Mathematical Sciences, Faculty of Science, Ehime University, Matsuyama 790-0826 (Japan)

Description

We study the variational inequality associated with a bounded-velocity control problem when discretionary stopping is allowed. We establish the existence of a strong solution by using the viscosity solution techniques. The optimal policy is shown to exist from the optimality conditions in the variational inequality

Additional details

Identifiers

Publishing Information

Journal Title
Applied Mathematics and Optimization
Journal Volume
48
Journal Issue
1
Journal Page Range
p. 1-20
ISSN
0095-4616

INIS

Country of Publication
United States
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
39081540
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
CONTROL THEORY; MATHEMATICAL SOLUTIONS; VARIATIONAL METHODS; VELOCITY
Descriptors DEC
CALCULATION METHODS

Optional Information

Copyright
Copyright (c) Inc. 2003 Springer-Verlag New York