一类通信中的奇异随机控制问题及其粘性解

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI:10.1109/CDC.2001.981020

Minyi Huang, P. Caines

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引用次数: 3

摘要

本文研究了无线通信系统中出现的一类优化问题。我们证明了最优控制律的存在唯一性，并研究了相关的Hamilton-Jacobi-Bellman (HJB)方程。结果表明，该值函数是某函数类中HJB方程的唯一黏度解。同时考虑了带状态约束的优化问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On a class of singular stochastic control problems arising in communications and their viscosity solutions

This paper considers a class of optimization problems arising from wireless communication systems. We show the existence and uniqueness of the optimal control laws, and the associated Hamilton-Jacobi-Bellman (HJB) equations are investigated. It turns out that the value function is a unique viscosity solution of the HJB equation in a certain function class. The optimization problem with state constraints is also considered.

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Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

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