Title :
Viscosity solutions and deterministic impulse control problems
Author_Institution :
Universite de Paris IX-Dauphine, Paris Cedex
Abstract :
We prove that the optimal cost function of a deterministic impulse control problem is the unique viscosity solution of a quasivariational inequality in RN.
Keywords :
Control systems; Cost function; Dynamic programming; Equations; Extraterrestrial measurements; Helium; Optimal control; Stability; Viscosity;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267220
