Optimal Impulse Control of Dynamical Systems
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Publication:5232240
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
dynamical systemimpulse controlpiecewise deterministic Markov processestotal costrandomized strategydiscounted cost
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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