Optimal Impulse Control of Dynamical Systems

DOI10.1137/18M1212069zbMath1420.49038arXiv1802.09809OpenAlexW2788180719MaRDI QIDQ5232240

Yi Zhang, Alexander Plakhov, Delfim F. M. Torres, Aleksey B. Piunovskiy

Publication date: 30 August 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09809

zbMATH Keywords

dynamical systemimpulse controlpiecewise deterministic Markov processestotal costrandomized strategydiscounted cost

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Impulsive optimal control problems (49N25)

Related Items (6)

Aggregated occupation measures and linear programming approach to constrained impulse control problems ⋮ HJB equation for optimal control system with random impulses ⋮ Linear programming approach to optimal impulse control problems with functional constraints ⋮ Duality in optimal impulse control ⋮ Exponential Stability of Delayed Systems with Average-Delay Impulses ⋮ On the equivalence of the integral and differential Bellman equations in impulse control problems

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