Conference Proceedings
An approximation arising in max-plus based optimal stopping
PM Dower
2012 2nd Australian Control Conference Aucc 2012 | IEEE | Published : 2012
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. © 2012 Institute of Engineers.
Grants
Funding Acknowledgements
This research is supported by AFOSR grant FA2.386-12-1-4084 and Australian Research Council grant DP120101549.