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A Limited-Feedback Approximation Scheme for Optimal Switching Problems with Execution Delays
Lund University. (Waves signals and systems)ORCID iD: 0000-0003-3111-4820
(English)Manuscript (preprint) (Other academic)
Abstract [en]

We consider a type of optimal switching problems with non-uniform execution delays and ramping.Such problems frequently occur in the operation of economical andengineering systems. We first pro-vide a solution to the problem by applying a probabilistic method. The main contribution is, however,a scheme for approximating the optimal control by limiting the information in the state-feedback.In a numerical example the approximation routine gives a considerable computational performanceenhancement, when compared to a conventional algorithm.

National Category
Control Engineering Probability Theory and Statistics
Research subject
Physics, Electrotechnology
Identifiers
URN: urn:nbn:se:lnu:diva-61572OAI: oai:DiVA.org:lnu-61572DiVA: diva2:1083539
Available from: 2017-03-21 Created: 2017-03-21 Last updated: 2017-04-05

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Perninge, Magnus
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Total: 22 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf