On the equivalence of the integral and differential Bellman equations in impulse control problems-Reference-Cited by-同舟云学术

On the equivalence of the integral and differential Bellman equations in impulse control problems

Published:2020-06-30 Issue:1 Volume:95 Page:173-186
ISSN:0020-7179
Container-title:International Journal of Control
language:en
Short-container-title:International Journal of Control

Author:

Dufour Francois¹,Piunovskiy Alexey²,Plakhov Alexander³⁴

Affiliation:

1. Institut Polytechnique de Bordeaux INRIA Bordeaux Sud Ouest, Team: CQFD, IMB Institut de Mathématiques de Bordeaux, Université de Bordeaux, Talence, France

2. Department of Mathematical Sciences, University of Liverpool, Liverpool, UK

3. Center for R&D in Mathematics and Applications, Department of Mathematics, University of Aveiro, Aveiro, Portugal

4. Institute for Information Transmission Problems, Moscow, Russia

Funder

Royal Society

Publisher

Informa UK Limited

Subject

Computer Science Applications,Control and Systems Engineering

Link

https://www.tandfonline.com/doi/pdf/10.1080/00207179.2020.1786766

Reference17 articles.

1. An optimal isolation policy for an epidemic

2. Infinite horizon optimal impulsive control with applications to Internet congestion control

3. Impulse and continuous control of piecewise deterministic Markov processes

4. Impulse Control of Piecewise Deterministic Markov Processes

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