Optimal stochastic scheduling of systems with Poisson noises

1432-0606

Springer Online Journal Archives 1860-2000

Mathematics

Abstract We consider the problem of optimal stochastic scheduling for nonlinear systems with Poisson noise disturbances and a performance index including both operating costs and costs for scheduling changes. In general, the value functions of the dynamic programming, quasi-variational inequalities which define the optimality conditions for such problems are not differentiable. However, we can treat them as “viscosity solutions” as introduced by Crandall and Lions. Existence and uniqueness questions are studied from this point of view.

Electronic Resource