• DocumentCode
    3045758
  • Title

    On the numerical solution of certain quasi-variational inequalities

  • Author

    Belbas, S.A.

  • Author_Institution
    University of Maryland, College Park, Maryland
  • fYear
    1982
  • fDate
    8-10 Dec. 1982
  • Firstpage
    468
  • Lastpage
    471
  • Abstract
    We examine exterior approximation schemes for the numerical solution of quasi-variational inequalities arising in the optimal switching control of stochastic systems.
  • Keywords
    Control systems; Cost function; Educational institutions; Equations; Finite difference methods; Optimal control; Prototypes; Stochastic systems; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1982 21st IEEE Conference on
  • Conference_Location
    Orlando, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1982.268185
  • Filename
    4047288
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3045758