DocumentCode
637566
Title
An approximation arising in max-plus based optimal stopping
Author
Dower, Peter M.
Author_Institution
Dept. of Electr. & Electron. Eng., Univ. of Melbourne, Melbourne, VIC, Australia
fYear
2012
fDate
15-16 Nov. 2012
Firstpage
271
Lastpage
276
Abstract
An algorithm is developed for computing a key approximation required in the implementation of a max-plus eigenvector method for the solution of a specific class of deterministic optimal stopping problems.
Keywords
approximation theory; dynamic programming; eigenvalues and eigenfunctions; approximation; deterministic optimal stopping problems; max-plus based optimal stopping; max-plus eigenvector method; Approximation algorithms; Approximation methods; Australia; Dynamic programming; Inspection; Nonlinear dynamical systems; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (AUCC), 2012 2nd Australian
Conference_Location
Sydney, NSW
Print_ISBN
978-1-922107-63-3
Type
conf
Filename
6613208
Link To Document