抄録
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.
| 本文言語 | English |
|---|---|
| ページ（範囲） | 1-20 |
| ページ数 | 20 |
| ジャーナル | Applied Mathematics and Optimization |
| 巻 | 48 |
| 号 | 1 |
| DOI | |
| 出版ステータス | Published - 2003 12 1 |
| 外部発表 | はい |
ASJC Scopus subject areas
- 制御と最適化
- 応用数学