OPTIMAL IMPULSIVE CONTROL THEORY.

Alain Bensoussan

doi:10.1007/bfb0009374

OPTIMAL IMPULSIVE CONTROL THEORY.

Alain Bensoussan

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

4 Citations (Scopus)

Abstract

Some of the main ideas in impulse control theory are presented. The process is a nondegenerate diffusion stopped at the exit of a bounded regular domain of R**n. The control is excited by impulses, which modify the state of the system instantaneously. The cost involves an integral cost and a variable cost (depending on the size of the jump). The semi-group approach, which is sufficient to prove the existence of an optimal impulse control, is developed. Other analytic approaches of the characterization of the optimal cost are briefly mentioned.

Original language	English
Pages (from-to)	17-41
Journal	American Society of Mechanical Engineers, Applied Mechanics Division, AMD
DOIs	https://doi.org/10.1007/bfb0009374
Publication status	Published - 1979
Externally published	Yes

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title = "OPTIMAL IMPULSIVE CONTROL THEORY.",

abstract = "Some of the main ideas in impulse control theory are presented. The process is a nondegenerate diffusion stopped at the exit of a bounded regular domain of R**n. The control is excited by impulses, which modify the state of the system instantaneously. The cost involves an integral cost and a variable cost (depending on the size of the jump). The semi-group approach, which is sufficient to prove the existence of an optimal impulse control, is developed. Other analytic approaches of the characterization of the optimal cost are briefly mentioned.",

author = "Alain Bensoussan",

year = "1979",

doi = "10.1007/bfb0009374",

language = "English",

pages = "17--41",

journal = "American Society of Mechanical Engineers, Applied Mechanics Division, AMD",

issn = "0160-8835",

publisher = "American Society of Mechanical Engineers",

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T1 - OPTIMAL IMPULSIVE CONTROL THEORY.

AU - Bensoussan, Alain

PY - 1979

Y1 - 1979

N2 - Some of the main ideas in impulse control theory are presented. The process is a nondegenerate diffusion stopped at the exit of a bounded regular domain of R**n. The control is excited by impulses, which modify the state of the system instantaneously. The cost involves an integral cost and a variable cost (depending on the size of the jump). The semi-group approach, which is sufficient to prove the existence of an optimal impulse control, is developed. Other analytic approaches of the characterization of the optimal cost are briefly mentioned.

AB - Some of the main ideas in impulse control theory are presented. The process is a nondegenerate diffusion stopped at the exit of a bounded regular domain of R**n. The control is excited by impulses, which modify the state of the system instantaneously. The cost involves an integral cost and a variable cost (depending on the size of the jump). The semi-group approach, which is sufficient to prove the existence of an optimal impulse control, is developed. Other analytic approaches of the characterization of the optimal cost are briefly mentioned.

UR - https://www.scopus.com/pages/publications/0018687865

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0018687865&origin=recordpage

U2 - 10.1007/bfb0009374

DO - 10.1007/bfb0009374

M3 - RGC 21 - Publication in refereed journal

SN - 0160-8835

SP - 17

EP - 41

JO - American Society of Mechanical Engineers, Applied Mechanics Division, AMD

JF - American Society of Mechanical Engineers, Applied Mechanics Division, AMD

ER -

OPTIMAL IMPULSIVE CONTROL THEORY.

Abstract

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