Numerous control problems in economics can be characterized as optimal switching problems, including optimal stopping and entry/exit problems. With certain notable exceptions, solutions to such problems must be computed numerically. This paper discusses an approach to obtaining a numerical solution in a fairly general setting and describes a user-friendly MATLAB implementation that simplifies that process
Many engineering problems are naturally posed as optimal control problems. It may involve moving bet...
Switching time optimization arises in finitehorizon optimal control for switched systems where, give...
This paper presents a method to compute an epsilon-optimal solution of the control problem of switch...
© 2016 IEEE. In practice, optimal control problems of stochastic switching are notoriously challengi...
This paper considers a class of control problems where there is a need to find switching-sequences b...
The notion of switching system generalizes the idea of a `differential equation': a switching s...
A switching max-plus linear model is a framework to describe the discrete dynamics of the timing of ...
A solution to the control of switching linear systems with input constraints was given in Benmerzoug...
The volume presents recent mathematical methods in the area of optimal control with a particular emp...
In optimal control problems of switched systems, in general, one needs to nd both optimal continuous...
The theory of optimal control has been well developed for over forty years. With the advances of com...
In this paper, several optimal control problems are introduced, referred to the switching input cont...
We consider a finite element approximation of the Hamilton-Jacobi-Bellman equation for the optimal c...
Optimal control problems of stochastic switching type appear frequently when making decisions under ...
Abstract — Switched dynamical systems have shown great utility in modeling a variety of systems. Unf...
Many engineering problems are naturally posed as optimal control problems. It may involve moving bet...
Switching time optimization arises in finitehorizon optimal control for switched systems where, give...
This paper presents a method to compute an epsilon-optimal solution of the control problem of switch...
© 2016 IEEE. In practice, optimal control problems of stochastic switching are notoriously challengi...
This paper considers a class of control problems where there is a need to find switching-sequences b...
The notion of switching system generalizes the idea of a `differential equation': a switching s...
A switching max-plus linear model is a framework to describe the discrete dynamics of the timing of ...
A solution to the control of switching linear systems with input constraints was given in Benmerzoug...
The volume presents recent mathematical methods in the area of optimal control with a particular emp...
In optimal control problems of switched systems, in general, one needs to nd both optimal continuous...
The theory of optimal control has been well developed for over forty years. With the advances of com...
In this paper, several optimal control problems are introduced, referred to the switching input cont...
We consider a finite element approximation of the Hamilton-Jacobi-Bellman equation for the optimal c...
Optimal control problems of stochastic switching type appear frequently when making decisions under ...
Abstract — Switched dynamical systems have shown great utility in modeling a variety of systems. Unf...
Many engineering problems are naturally posed as optimal control problems. It may involve moving bet...
Switching time optimization arises in finitehorizon optimal control for switched systems where, give...
This paper presents a method to compute an epsilon-optimal solution of the control problem of switch...
DOI
Add to ORKG