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- W2357326870 abstract "To reduce the computational complexity of opti- mal control of linear hybrid switching diffusion systems,a new Monte Carlo statistical prediction method is proposed.Firstly, the original optimal control problem in continuous time is ap- proximated by a Markov decision problem in discrete time using numerical method;secondly,the numerical optimal control poli- cies in some random sub-state spaces are obtained by reflecting boundary technique;and finally,the optimal control policy on the entire state space is predicted by statistical prediction based on the structure of the optimal control policy.The method can decrease the computational complexity and can be extended to cases of high dimension and large state space.Numerical ex- amples illustrate and confirm the effectivity of the proposed method." @default.
- W2357326870 created "2016-06-24" @default.
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- W2357326870 date "2008-01-01" @default.
- W2357326870 modified "2023-09-23" @default.
- W2357326870 title "Monte Carlo Statistical Prediction Method for Optimal Control of Linear Hybrid Systems" @default.
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