On the equivalence of the integral and differential Bellman equations in impulse control problems
DOI10.1080/00207179.2020.1786766zbMath1482.49038OpenAlexW4285668044MaRDI QIDQ5027406
Alexander Plakhov, Aleksey B. Piunovskiy, François Dufour
Publication date: 4 February 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10773/31153
dynamic programmingoptimal stoppingdynamical systemimpulse controltotal costdifferential Bellman equationintegral Bellman equation
Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40) Impulsive optimal control problems (49N25)
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