A two-scale scheme for finite horizon switching problems with delays

DOI10.1016/J.AUTOMATICA.2019.108709zbMath1430.93132OpenAlexW2989624920MaRDI QIDQ2288713

Magnus Perninge

Publication date: 20 January 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2019.108709

zbMATH Keywords

production systemtimed automataoptimal switchingdelayed reaction

Mathematics Subject Classification ID

Dynamic programming (90C39) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Delay control/observation systems (93C43)

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Cites Work

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• The finite horizon optimal multi-modes switching problem: the viscosity solution approach
• Switching problem and related system of reflected backward SDEs
• Multi-dimensional BSDE with oblique reflection and optimal switching
• Optimal switching problems under partial information
• Finite-Horizon Optimal Multiple Switching with Signed Switching Costs
• A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension
• A Finite Horizon Optimal Multiple Switching Problem

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