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Switching control of piecewise-deterministic processes (1988)

Lenhart, S. M. ; Liao, Y. C.

Springer

Journal of optimization theory and applications 59 (1988), S. 99-115

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ISSN: 1573-2878

Keywords: Piecewise-deterministic processes ; switching control ; integro-differential equations

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract A finite collection of piecewise-deterministic processes are controlled in order to minimize the expected value of a performance functional with continuous operating cost and discrete switching control costs. The solution of the associated dynamic programming equation is obtained by an iterative approximation using optimal stopping time problems.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00939868

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