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A Numerical Approximation Scheme for Large-Scale Optimal Switching Problems with Reaction Delays
Linnaeus University, Faculty of Technology, Department of Physics and Electrical Engineering.ORCID iD: 0000-0003-3111-4820
2018 (English)In: 2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), IEEE, 2018, p. 5807-5812Conference paper, Published paper (Refereed)
Abstract [en]

We consider stochastic optimal switching problems with reaction delays and propose an approximation technique that decreases the computational complexity. In a numerical example the approximation routine gives a considerable computational performance enhancement when compared to a conventional algorithm.

Place, publisher, year, edition, pages
IEEE, 2018. p. 5807-5812
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Research subject
Physics, Electrotechnology
Identifiers
URN: urn:nbn:se:lnu:diva-80960DOI: 10.1109/CDC.2018.8619198ISI: 000458114805060Scopus ID: 2-s2.0-85062186265ISBN: 978-1-5386-1395-5 (print)OAI: oai:DiVA.org:lnu-80960DiVA, id: diva2:1293501
Conference
57th IEEE Conference on Decision and Control (CDC), DEC 17-19, 2018, Miami Beach, FL
Available from: 2019-03-05 Created: 2019-03-05 Last updated: 2019-05-27Bibliographically approved

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Perninge, Magnus

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
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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