A tutorial on the deterministic impulse control maximum principle: necessary and sufficient optimality conditions
type: Item
instance of: scholarly article
title: A tutorial on the deterministic impulse control maximum principle: necessary and sufficient optimality conditions
zbMATH Open document ID: 1244.49032
author: Mohammed Chahim
author: Richard F. Hartl
author: Peter M. Kort
published in: European Journal of Operational Research
publication date: 2012-08-16T00:00:00Z
Mathematics Subject Classification ID: 49K15
Mathematics Subject Classification ID: 49-02
zbMATH DE Number: 6066905
zbMATH Keywords: impulse control maximum principle
zbMATH Keywords: optimal control
zbMATH Keywords: discrete continuous system
zbMATH Keywords: state-jumps
zbMATH Keywords: present value formulation
MaRDI profile type: Publication
full work available at URL: j.ejor.2011.12.035
OpenAlex ID: W1985984683
Wikidata QID: Q59389621
cites work: Q4545043
cites work: Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
cites work: Q4174561
cites work: Q3865086
cites work: Impulsive optimal control with finite or infinite time horizon
cites work: An impulse control approach to dike height optimization
cites work: Optimality of impulse harvesting policies
cites work: Q3753738
cites work: An impulsive control approach to deriving the optimal dynamic mix of manual and automatic output
cites work: Optimal preventive and repair maintenance of a machine subject to failure
cites work: A new sufficient condition for most rapid approach paths
cites work: Optimal dynamic investment policies of a value maximizing firm
cites work: On a class of optimal control problems with state jumps
cites work: A continuous time, deterministic, nonstationary model of economic ordering
cites work: Applied stochastic control of jump diffusions
cites work: On the maximum principle for deterministic impulse control problems
cites work: Q4720289
cites work: Optimal Control of the Vidale-Wolfe Advertising Model
cites work: Global impulsive optimal control computation
DBLP publication ID: journals/eor/ChahimHK12
DOI: 10.1016/J.EJOR.2011.12.035
Recommended article: On the maximum principle for deterministic impulse control problems
Recommended article: Q4513327
Recommended article: Q2943127
Recommended article: Q4008317
Recommended article: A Nondegenerate Maximum Principle for the Impulse Control Problem with State Constraints
Recommended article: A Higher-Order Maximum Principle for Impulsive Optimal Control Problems
Recommended article: Maximum principle for optimal control problems involving impulse controls with nonsmooth data
Recommended article: Maximum principle for stochastic recursive optimal control problems involving impulse controls
Recommended article: Maximum principle in nonsmooth problems of optimal impulse control with multi-point phase constraints
Recommended article: Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality
description: scientific article; zbMATH DE number 6066905