Aggregated occupation measures and linear programming approach to constrained impulse control problems
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Publication:2661207
DOI10.1016/j.jmaa.2021.125070zbMath1461.93225arXiv2010.04601OpenAlexW3130483936MaRDI QIDQ2661207
Yi Zhang, Aleksey B. Piunovskiy
Publication date: 1 April 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.04601
Linear programming (90C05) Existence theories for free problems in two or more independent variables (49J10) Impulsive control/observation systems (93C27)
Related Items (3)
Zero-sum infinite-horizon discounted piecewise deterministic Markov games ⋮ Linear programming approach to optimal impulse control problems with functional constraints ⋮ Duality in optimal impulse control
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