Nouvelles Methodes en Contrôle Impulsionnel
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
|Journal / Publication||Applied Mathematics & Optimization|
|Publication status||Published - Dec 1975|
|Link to Scopus||https://www.scopus.com/record/display.uri?eid=2-s2.0-0038954749&origin=recordpage|
This article develops a general methodology for solving optimal impulse control problems. The basic tool is the concept of quasi-variational inequalities. These inequalities play for impulse control a part similar to Hamilton-Jacobi-Bellman equations for continuous control theory. The concept of quasi variational inequality generalizes the concept of variational inequality. One gives a theorem of existence of a solution of a quasi variational inequality and one shows that it is possible to deduce from it an optimal solution for a problem of impulse control. © 1975 Springer-Verlag New York Inc.