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arXiv · 1802.09809

Optimal Impulse Control of Dynamical Systems

Alexey Piunovskiy·Alexander Plakhov·Delfim F. M. Torres·Yi Zhang
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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.

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Alexey Piunovskiy, Alexander Plakhov, Delfim F. M. Torres, Yi Zhang. 2018-02-27. Optimal Impulse Control of Dynamical Systems. https://doi.org/10.1137/18m1212069

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