A Numerical Approximation Scheme for Large-Scale Optimal Switching Problems with Reaction Delays

Magnus Perninge. A Numerical Approximation Scheme for Large-Scale Optimal Switching Problems with Reaction Delays. In 57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018. pages 5807-5812, IEEE, 2018. [doi]

Abstract

Abstract is missing.