| Article ID: | iaor1999821 |
| Country: | United States |
| Volume: | 3 |
| Issue: | 4 |
| Start Page Number: | 395 |
| End Page Number: | 442 |
| Publication Date: | Oct 1997 |
| Journal: | Dynamics of Continuous Discrete and Impulsive Systems |
| Authors: | Bensoussan A., Menaldi J.L. |
| Keywords: | programming: dynamic |
Quasi-variational inequalities are used to present a unified model of hybrid control, including most of the known cases with complete information. Dynamic programming and viscosity solutions are the main tools used in this approach. Autonomous and controlled jumps/switching are modeled, with or without time-delay. Under suitable conditions existence and continuous dependency on the data are proved for the trajectories. Next a characterization of the value function is given.