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Title: Optimal impulse control of dynamical systems
Author: Piunovskiy, Alexey
Plakhov, Alexander
Torres, Delfim F. M.
Zhang, Yi
Keywords: Dynamical System
Impulse Control
Total Cost
Discounted Cost
Randomized strategy
Piecewise Deterministic Markov Process
Issue Date: 2019
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.
Peer review: yes
ISSN: 0363-0129
Appears in Collections:CIDMA - Artigos
AGG - Artigos

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