{"title":"On a class of singular stochastic control problems arising in communications and their viscosity solutions","authors":"Minyi Huang, P. Caines","doi":"10.1109/CDC.2001.981020","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":131411,"journal":{"name":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","volume":"22 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.2001.981020","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
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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