• 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