• DocumentCode
    3127608
  • Title

    On the hybrid dynamic programming principle

  • Author

    Sheikh, Muhammad S.

  • fYear
    2002
  • fDate
    27-28 Dec. 2002
  • Firstpage
    59
  • Lastpage
    59
  • Abstract
    Summary form only given, as follows. A Class of the hybrid optimal problem is formulated and a hybrid dynamic programming principle (DPP) is presented which constitutes a generalization of the celebrated dynamic programming principle of Richard Bellman. It is shown that similarly to the case of continuous dynamic programming, which leads to the well-known Hamilton-Jacobi-Bellman (HJB) functional partial differential equation, the hybrid dynamic programming principle (HDPPP) leads to a hybrid HJB equation.
  • Keywords
    Differential equations; Dynamic programming; Partial differential equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Multi Topic Conference, 2002. Abstracts. INMIC 2002. International
  • Conference_Location
    Karachi
  • Print_ISBN
    0-7803-7715-X
  • Type

    conf

  • DOI
    10.1109/INMIC.2002.1310166
  • Filename
    1310166