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US08380653B2 Solving continuous stochastic jump control problems with approximate linear programming 有权
用近似线性规划解决连续随机跳跃控制问题

Solving continuous stochastic jump control problems with approximate linear programming
Abstract:
In a scheduling or planning process, a hybrid process is determined representing operation of a system. The hybrid process includes stochastic jumps. An approximate linear program is constructed respective to the hybrid process and a set of control actions for controlling the system. The approximate linear program includes a stochastic jump constraint term representative of stochastic jumps of the hybrid process. The approximate linear program is solved. The system is controlled based on the solved approximate linear program.
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