A tutorial on the deterministic impulse control maximum principle: necessary and sufficient optimality conditions

DOI10.1016/j.ejor.2011.12.035zbMath1244.49032OpenAlexW1985984683WikidataQ59389621 ScholiaQ59389621MaRDI QIDQ439605

Peter M. Kort, Mohammed Chahim, Richard F. Hartl

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.12.035

zbMATH Keywords

optimal controldiscrete continuous systemimpulse control maximum principlepresent value formulationstate-jumps

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

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