Duality in optimal impulse control

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 (2022) Duality in optimal impulse control. Journal of Mathematical Analysis and Applications, 509 (1). p. 125942.

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Official URL: http://dx.doi.org/10.1016/j.jmaa.2021.125942

Abstract

We consider the optimal impulse control of a dynamical system defined by a fixed uncontrolled flow. This problem is associated with two pairs of linear programs for which we prove the solvability and the absence of the duality gaps. Finally, we show how to retrieve the optimal control strategy from the solutions of those linear programs. The theoretical issues are illustrated by the meaningful example on the controlled epidemic model.

Item Type:	Article
Divisions:	Faculty of Science and Engineering > School of Physical Sciences
Depositing User:	Symplectic Admin
Date Deposited:	29 Apr 2022 08:27
Last Modified:	12 Aug 2023 11:47
DOI:	10.1016/j.jmaa.2021.125942
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3154051