• DocumentCode
    3063014
  • Title

    Optimal stopping time of a piecewise-deterministic process

  • Author

    Lenhart, S.M. ; Liao, Y.C.

  • Author_Institution
    University of Tennessee, Knoxville, TN
  • fYear
    1984
  • fDate
    12-14 Dec. 1984
  • Firstpage
    1647
  • Lastpage
    1648
  • Abstract
    This paper concerns the optimal stopping time problem for a piecewise deterministic process. The associated dynamic programming equation is a variational inequality with integral and first order differential terms Our main results are W1,??-existence results and probabilistic representations for the solutions of these variational inequalities in bounded domains and in IRn.
  • Keywords
    Character generation; Differential equations; Dynamic programming; Integral equations; Integrodifferential equations; Mathematics; Optimal control; PD control; Process control; State-space methods;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1984. The 23rd IEEE Conference on
  • Conference_Location
    Las Vegas, Nevada, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1984.272383
  • Filename
    4048179
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3063014