Switching control of piecewise-deterministic processes |
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| Authors: | S M Lenhart Y C Liao |
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| Institution: | (1) Mathematics Department, University of Tennessee, Knoxville, Tennessee;(2) Prime Computer, Framingham, Massachusetts |
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| 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.This research was supported in part by NSF Grant No. DMS-8508651 and by University of Tennessee Science Alliance Research Incentive Award. |
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| Keywords: | Piecewise-deterministic processes switching control integro-differential equations |
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