Optimal impulse control of dynamical systems

Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the optimality equation. The theory is illustrated by an example from ma...

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Detalhes bibliográficos
Autor principal: Piunovskiy, Alexey (author)
Outros Autores: Plakhov, Alexander (author), Torres, Delfim F. M. (author), Zhang, Yi (author)
Formato: article
Idioma:eng
Publicado em: 2019
Assuntos:
Dynamical System
Impulse Control
Total Cost
Discounted Cost
Randomized strategy
Piecewise Deterministic Markov Process
Texto completo:http://hdl.handle.net/10773/26100
País:Portugal
Oai:oai:ria.ua.pt:10773/26100

Texto Completo

http://hdl.handle.net/10773/26100

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