Title :
An approximation arising in max-plus based optimal stopping
Author_Institution :
Dept. of Electr. & Electron. Eng., Univ. of Melbourne, Melbourne, VIC, Australia
Abstract :
An algorithm is developed for computing a key approximation required in the implementation of a max-plus eigenvector method for the solution of a specific class of deterministic optimal stopping problems.
Keywords :
approximation theory; dynamic programming; eigenvalues and eigenfunctions; approximation; deterministic optimal stopping problems; max-plus based optimal stopping; max-plus eigenvector method; Approximation algorithms; Approximation methods; Australia; Dynamic programming; Inspection; Nonlinear dynamical systems; Vectors;
Conference_Titel :
Control Conference (AUCC), 2012 2nd Australian
Conference_Location :
Sydney, NSW
Print_ISBN :
978-1-922107-63-3
