Duality in optimal impulse control

DOI10.1016/J.JMAA.2021.125942MaRDI QIDQ2069787zbMATH OpenOpenAlexFDO

Authors A. B. Piunovskiy

Publication date 21 January 2022

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2021.125942

zbMATH Keywords

dualitydynamical systemimpulse controllinear programmingoccupation measureoptimal control

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Impulsive optimal control problems (49N25) Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Impulsive control/observation systems (93C27)

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Cites work

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• Singular Optimal Control: A Geometric Approach
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• The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach

Cited in

(4)

• Linear programming approach to optimal impulse control problems with functional constraints
• Aggregated occupation measures and linear programming approach to constrained impulse control problems
• Event-triggered optimal fault-tolerant control for a class of uncertain strict-feedback nonlinear systems
• Constrained optimal impulse control and inventory model

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