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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Applied mathematics & optimization 31 (1995), S. 1-17 
    ISSN: 1432-0606
    Keywords: Bellman equation ; Hamilton-Jacobi equation ; Quasi-variational inequality ; Viscosity solution ; Unbounded solutions ; Optimal switching ; Optimal control ; State constraints ; Production engineering ; 49C05 ; 49C20 ; 49B10 ; 49A36
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study a quasi-variational inequality system with unbounded solutions. It represents the Bellman equation associated with an optimal switching control problem with state constraints arising from production engineering. We show that the optimal cost is the unique viscosity solution of the system.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 93 (1997), S. 491-515 
    ISSN: 1573-2878
    Keywords: Production schedule ; scheduling problems ; quasivariational inequalities ; Bellman equation ; numerical solutions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we deal with the numerical solution of the optimal scheduling problem in a multi-item single machine. We develop a method of discretization and a computational procedure which allows us to compute the solution in a short time and with a precision of order k, where k is the discretization size. In our method, the nodes of the triangulation mesh are joined by segments of trajectories of the original system. This special feature allows us to obtain precision of order k, which is in general impossible to achieve by usual methods. Also, we develop a highly efficient algorithm which converges in a finite number of steps.
    Type of Medium: Electronic Resource
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