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 |
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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
- Control and Optimization
- Applied Mathematics