Title :
On a class of singular stochastic control problems arising in communications and their viscosity solutions
Author :
Minyi Huang ; Caines, Peter E.
Author_Institution :
Dept. of Electr. & Comput. Eng., McGill Univ., Montreal, Que.
Abstract :
This paper considers a class of optimization problems arising from wireless communication systems. We show the existence and uniqueness of the optimal control laws, and the associated Hamilton-Jacobi-Bellman (HJB) equations are investigated. It turns out that the value function is a unique viscosity solution of the HJB equation in a certain function class. The optimization problem with state constraints is also considered
Keywords :
cellular radio; optimal control; optimisation; power control; stochastic systems; telecommunication control; HJB equations; Hamilton-Jacobi-Bellman equations; existence; optimal control laws; optimization problems; power control; singular stochastic control problems; state constraints; uniqueness; value function; viscosity solutions; wireless communication systems; Attenuation; Communication system control; Constraint optimization; Equations; Optimal control; Power control; Random variables; Stochastic processes; Viscosity; Wireless communication;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.981020
