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» On the One-Dimensional Optimal Switching Problem
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MOR
2010
91views more  MOR 2010»
13 years 3 months ago
On the One-Dimensional Optimal Switching Problem
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the ...
Erhan Bayraktar, Masahiko Egami
SIAMIS
2010
171views more  SIAMIS 2010»
12 years 11 months ago
Global Optimization for One-Dimensional Structure and Motion Problems
We study geometric reconstruction problems in one-dimensional retina vision. In such problems, the scene is modeled as a 2D plane, and the camera sensor produces 1D images of the s...
Olof Enqvist, Fredrik Kahl, Carl Olsson, Kalle &Ar...
JOTA
2010
144views more  JOTA 2010»
12 years 11 months ago
On a PDE Arising in One-Dimensional Stochastic Control Problems
The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one
Ricardo Josa-Fombellida, Juan Pablo Rincón-...
AUTOMATICA
2008
118views more  AUTOMATICA 2008»
13 years 5 months ago
Optimally switched linear systems
In this paper we address the problem of optimal switching for switched linear systems. The uniqueness of our approach lies in describing the switching action by multiple control i...
Tuhin Das, Ranjan Mukherjee
4OR
2007
99views more  4OR 2007»
13 years 5 months ago
Combinatorial optimization problems in wireless switch design
The purpose of this paper is to illustrate the diversity of combinatorial problems encountered in the design of wireless switching systems. This is done via a representative selec...
Renaud Sirdey