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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Bibliographic Details
Main Author: Piunovskiy, Alexey (author)
Other Authors: Plakhov, Alexander (author), Torres, Delfim F. M. (author), Zhang, Yi (author)
Format: article
Language:eng
Published: 2019
Subjects:
Dynamical System
Impulse Control
Total Cost
Discounted Cost
Randomized strategy
Piecewise Deterministic Markov Process
Online Access:http://hdl.handle.net/10773/26100
Country:Portugal
Oai:oai:ria.ua.pt:10773/26100

Internet

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

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