Hybrid control and dynamic programming

被引：0
|
作者：
Bensoussan, A
Menaldi, JL
机构：
[1] UNIV PARIS 09, F-75039 PARIS 01, FRANCE
[2] CNES, F-75039 PARIS 01, FRANCE
[3] WAYNE STATE UNIV, DEPT MATH, DETROIT, MI 48202 USA
来源：
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS | 1997年 / 3卷 / 04期
关键词：
hybrid systems; dynamic programming; viscosity solutions; quasi-variational inequalities; optimal control; stochastic control; differential automaton; switching problems; impulse control;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Quasi-variational inequalities are used to present an unified model of hybrid control, including most of the known cases with complete information. Dynamic progamming and viscosity solutions are the main tools used in this approach. Autonomous and controlled jumps/switching are modeled, with or without time-delay. Under suitable conditions existence and continuous dependency on the data are proved for the trajectories. Next a characterization of the value function is given.
引用
收藏
页码：395 / 442
页数：48
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