Numeric algorithm for optimal impulsive control based on feedback maximum principle

DOI10.1007/S11590-018-1344-9zbMath1431.49036OpenAlexW2897508348MaRDI QIDQ2010149

Maksim Vladimirovich Staritsyn, Stepan Pavlovich Sorokin

Publication date: 3 December 2019

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-018-1344-9

zbMATH Keywords

impulsive controldiscrete-time optimal controlfeedback necessary optimality conditionsnumeric algorithms for optimal control

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Macroeconomic theory (monetary models, models of taxation) (91B64) Impulsive optimal control problems (49N25) Numerical methods in optimal control (49M99)

Related Items (2)

On feedback strengthening of the maximum principle for measure differential equations ⋮ Feedback maximum principle for a class of linear continuity equations inspired by optimal impulsive control

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