论文信息 - A Dynamic Programming Approach to the Impulse Control Synthesis Problem

A Dynamic Programming Approach to the Impulse Control Synthesis Problem

This paper deals with the problem of synthesizing optimal impulse controls in linear systems through appropriate feedback strategies. Solutions are given within an ideal scheme involving closed-loop delta-function controls, as well as through a "realistic" approximations with delta-type sequences of "ordinary" functions. The solution ia presented through a dynamic programming scheme which indicates related HJB-type variational inequalities for this problem.

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