Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: Application to an environmental restoration problem

DOI10.1002/oca.2723zbMath1476.93165arXiv2006.16034OpenAlexW3145900829WikidataQ113109184 ScholiaQ113109184MaRDI QIDQ5159840

Hidekazu Yoshioka, Yuta Yaegashi

Publication date: 28 October 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.16034

zbMATH Keywords

Hamilton-Jacobi-Bellman equationFokker-Planck equationnonsmooth dynamicsenvironmental restorationstochastic impulse control with random observations and execution delay

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Fokker-Planck equations (35Q84) Impulsive control/observation systems (93C27)

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