Explicit Solution to an Optimal Switching Problem in the Two-Regime Case.

Vathana Ly Vath Huyên Pham

Published in: SIAM J. Control. Optim. (2007)

Keyphrases

optimal solution
closed form
dynamic programming
worst case
neural network
linear equations
locally optimal
greedy heuristic
integer programming
implicit enumeration
optimal plans
decision variables
optimal strategy
minimum cost
mathematical model
video sequences
feature selection