Optimal impulse control of dynamical systems

Piunovskiy, AB, Plakhov, Alexander, Torres, Delfim and Zhang, Yi ORCID: 0000-0002-3200-6306 (2019) Optimal impulse control of dynamical systems. SIAM Journal on Control and Optimization, 57 (4). pp. 2720-2752.

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Official URL: https://epubs.siam.org/doi/10.1137/18M1212069

Abstract

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 mathematical epidemiology. The developed methods can be also useful for the study of piecewise deterministic Markov processes.

Item Type:	Article
Uncontrolled Keywords:	Dynamical system, Impulse control, Total cost, Discounted cost, Randomized strategy, Piecewise deterministic Markov processes
Depositing User:	Symplectic Admin
Date Deposited:	17 Jun 2019 07:30
Last Modified:	19 Jan 2023 00:40
DOI:	10.1137/18M1212069
Related URLs:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3046137