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On computation of optimal switching HJB equations

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dc.contributor.authorZhang, Huan
dc.contributor.authorJames, Matthew
dc.coverage.spatialSan Diego USA
dc.date.accessioned2015-12-08T22:46:07Z
dc.date.createdDecember 13-15 2006
dc.date.issued2006
dc.date.updated2015-12-08T10:58:15Z
dc.description.abstractThis 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)
dc.identifier.isbn1424401712
dc.identifier.urihttp://hdl.handle.net/1885/38001
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.relation.ispartofseriesIEEE Conference on Decision and Control 2006
dc.sourceProceedings of the 45th IEEE Conference on Decision and Control
dc.source.urihttp://www.ieeecss.org/CAB/conferences/cdc2006/index.php
dc.subjectKeywords: 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
dc.titleOn computation of optimal switching HJB equations
dc.typeConference paper
local.bibliographicCitation.lastpage2709
local.bibliographicCitation.startpage2704
local.contributor.affiliationZhang, Huan, College of Engineering and Computer Science, ANU
local.contributor.affiliationJames, Matthew, College of Engineering and Computer Science, ANU
local.contributor.authoruidZhang, Huan, u2531313
local.contributor.authoruidJames, Matthew, u9109947
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor010203 - Calculus of Variations, Systems Theory and Control Theory
local.identifier.absseo970101 - Expanding Knowledge in the Mathematical Sciences
local.identifier.ariespublicationu4251866xPUB156
local.identifier.scopusID2-s2.0-39649088944
local.type.statusPublished Version

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