DocumentCode
560113
Title
Deterministic optimal stopping via a max-plus method
Author
Dower, Peter M. ; Zhang, Huan
Author_Institution
Dept. of Electr. & Electron. Eng., Univ. of Melbourne, Melbourne, VIC, Australia
fYear
2011
fDate
10-11 Nov. 2011
Firstpage
248
Lastpage
253
Abstract
Numerical solution of a class of deterministic optimal stopping problems is considered via a max-plus approach. This max-plus approach is developed via the formalization of an iterative representation for the associated value functions, based on dynamic programming arguments. An implementation issue specific to optimal stopping problems is identified and discussed.
Keywords
deterministic algorithms; dynamic programming; iterative methods; nonlinear dynamical systems; optimal control; associated value functions; deterministic optimal stopping problems; dynamic programming arguments; iterative representation; max-plus method; nonlinear dynamical systems; optimal control problems; Approximation methods; Dynamic programming; Inspection; Linearity; Optimal control; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Australian Control Conference (AUCC), 2011
Conference_Location
Melbourne, VIC
Print_ISBN
978-1-4244-9245-9
Type
conf
Filename
6114356
Link To Document