On the equivalence of the integral and differential Bellman equations in impulse control problems
When solving optimal impulse control problems, one can use the dynamic programming approach in two different ways: at each time moment, one can make the decision whether to apply a particular type of impulse, leading to the instantaneous change of the state, or apply no impulses at all; or, otherwis...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2021
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10773/31153 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/31153 |