Impulsive optimal control with finite or infinite time horizon (Q800624)

We consider a dynamical system subjected to feedback optimal control in such a way that the evolution of the state exhibits both sudden jumps and continuous changes. Previously obtained necessary conditions [see the author's paper in Differ. Games Appl., Lect. Notes Control Inf. Sci. 3, 34-69 (1977; Zbl 0392.90098)] for such impulsive optimal feedback controls are generalized to admit the case of infinite time horizon; this generalization permits application to a wider class of problems. The results are illustrated by application to a version of the innkeeper's problem.