Title :
Optimal switching control of diffusion processes: The associated implicit variational problems
Author_Institution :
University of Maryland, College Park, Maryland
Abstract :
It is shown that some classes of abstract quasi-variational inequalities can be interpreted, in a certain sense, as variational inequalities. Various consequences of this representation are given.
Keywords :
Concrete; Contracts; Cost function; Differential equations; Diffusion processes; Educational institutions; Optimal control; Process control; Stochastic processes; US Department of Energy;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269464
