Title :
Optimal control of piecewise-deterministic processes with discrete control actions
Author :
Liao, Y.C. ; Lenhart, S.M.
Author_Institution :
Prime Computer, Inc., Framingham, MA
Abstract :
A finite collection of piecewise-deterministic processes are controlled in order to minimize the expected value of a performance functional with continuous and switching control costs. The solution of the associated dynamic programming equation is obtained by an iterative approximation using optimal stopping time problems.
Keywords :
Character generation; Control systems; Cost function; Dynamic programming; Electronic switching systems; Integrodifferential equations; Optimal control; PD control; Process control; Q measurement;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268634
