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
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