Optimal switching for alternating processes
type: Item
instance of: scholarly article
title: Optimal switching for alternating processes
zbMATH Open document ID: 0628.93080
DOI: 10.1007/BF01442182
author: Hiroaki Morimoto
published in: Applied Mathematics and Optimization
publication date: 1987-01-01T00:00:00Z
review text: The author considers the optimal switching problem for a finite set of alternating general processes with a cost function in integral form. Admissible control is represented by a sequence of stopping times \(T_ n\) and a sequence of corresponding numbers of processes chosen at each \(T_ n\). The existence of the maximal element of a class of dynamic programming inequalities is shown by the method of impulsive control. This is used to obtain results on the existence of optimal control for general and cyclic switching problems.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 4023184
zbMATH Keywords: optimal switching
zbMATH Keywords: alternating general processes
zbMATH Keywords: dynamic programming inequalities
zbMATH Keywords: impulsive control
reviewed by: Vigirdas Mackevičius
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01442182
OpenAlex ID: W2082218687
description: scientific article; zbMATH DE number 4023184