Adjoint-based optimal control of the expected exit time for stochastic hybrid systems

Lecture Notes in Computer Science

Volumn 3414, Issue , 2005, Pages 557-572

  Raffard, Robin L ^a   Hu, Jianghai ^b   Tomlin, Claire J ^a  

^a Stanford University   (United States)

^b PURDUE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; DIFFERENTIAL EQUATIONS; FEEDBACK CONTROL; HAMILTONIANS; MARKOV PROCESSES; NUMERICAL METHODS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PROBLEM SOLVING;

CONTINUOUS DYNAMICS; DISCRETE MODES; OPTIMIZATION PROBLEMS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC HYBRID SYSTEMS;

HYBRID COMPUTERS;

EID: 24344508874     PISSN: 03029743     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-540-31954-2_36     Document Type: Conference Paper

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