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Switching control of piecewise-deterministic processes

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Abstract

A finite collection of piecewise-deterministic processes are controlled in order to minimize the expected value of a performance functional with continuous operating cost and discrete switching control costs. The solution of the associated dynamic programming equation is obtained by an iterative approximation using optimal stopping time problems.

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Author information

Authors and Affiliations

  1. Mathematics Department, University of Tennessee, Knoxville, Tennessee

    S. M. Lenhart (Assistant Professor)

  2. Prime Computer, Framingham, Massachusetts

    Y. C. Liao (Research Associate)

Authors
  1. S. M. Lenhart
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  2. Y. C. Liao
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Additional information

Communicated by R. Rishel

This research was supported in part by NSF Grant No. DMS-8508651 and by University of Tennessee Science Alliance Research Incentive Award.

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Lenhart, S.M., Liao, Y.C. Switching control of piecewise-deterministic processes. J Optim Theory Appl 59, 99–115 (1988). https://doi.org/10.1007/BF00939868

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