Optimal Impulse Control of Dynamical Systems

DOI10.1137/18M1212069zbMATH Open1420.49038arXiv1802.09809OpenAlexW2788180719MaRDI QIDQ5232240FDOQ5232240

Authors: Alexander Plakhov, Delfim F. M. Torres, Yi Zhang, A. B. Piunovskiy 

Publication date: 30 August 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Abstract: Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the optimality equation. The theory is illustrated by an example from mathematical epidemiology. The developed methods can be also useful for the study of piecewise deterministic Markov processes.

Full work available at URL: https://arxiv.org/abs/1802.09809

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zbMATH Keywords

dynamical systemtotal costrandomized strategyimpulse controldiscounted costpiecewise deterministic Markov processes

Mathematics Subject Classification ID

Impulsive optimal control problems (49N25) Markov and semi-Markov decision processes (90C40)

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Cited In (21)

• Title not available (Why is that?)
• Optimal control of dynamical systems with polynomial impulses
• Title not available (Why is that?)
• Linear programming approach to optimal impulse control problems with functional constraints
• Control of imperfect dynamical systems
• On the equivalence of the integral and differential Bellman equations in impulse control problems
• Title not available (Why is that?)
• Aggregated occupation measures and linear programming approach to constrained impulse control problems
• Title not available (Why is that?)
• Measure-driven nonlinear dynamic systems with applications to optimal impulsive controls
• HJB equation for optimal control system with random impulses
• Dynamic Programming for Nonlinear Systems Driven by Ordinary and Impulsive Controls
• Title not available (Why is that?)
• Title not available (Why is that?)
• On impulsive isoenergetic control
• Optimal control of continuous systems with impulse controls
• Duality in optimal impulse control
• Global impulsive optimal control computation
• Exponential Stability of Delayed Systems with Average-Delay Impulses
• On the uniqueness of periodic solutions for a Rayleigh-Liénard system with impulses
• Optimal control of a nonlinear mechanical system by instantaneous impulses

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