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On computation of optimal switching HJB equations

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Date

2006

Authors

Zhang, Huan
James, Matthew

Journal Title

Journal ISSN

Volume Title

Publisher

Institute of Electrical and Electronics Engineers (IEEE Inc)

Abstract

This paper proposes an algorithm to compute the optimal switching cost from the dynamic programming Hamilton-Jacobi-Bellman (HJB) equations. For the optimal switching control problem, the HJB equation is a System of Quasi-Variational Inequalities (SQVIs)

Description

Keywords

Keywords: Algorithms; Dynamic programming; Nonlinear control systems; Problem solving; Hamilton-Jacobi-Bellman (HJB) equations; Optimal switching control; Optimal switching HJB equations; System of Quasi-Variational Inequalities (SQVI); Optimal control systems

Citation

URI

http://hdl.handle.net/1885/38001

Collections

ANU Research Publications

Source

Proceedings of the 45th IEEE Conference on Decision and Control

Type

Conference paper

Book Title

Entity type

Access Statement

License Rights

DOI

Restricted until

2037-12-31

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