Optimal impulse control of dynamical systems

Detalhes bibliográficos
Autor(a) principal: Piunovskiy, Alexey
Data de Publicação: 2019
Outros Autores: Plakhov, Alexander, Torres, Delfim F. M., Zhang, Yi
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10773/26100
Resumo: 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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spelling Optimal impulse control of dynamical systemsDynamical SystemImpulse ControlTotal CostDiscounted CostRandomized strategyPiecewise Deterministic Markov ProcessUsing 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.2019-05-23T15:08:53Z2019-01-01T00:00:00Z2019info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10773/26100eng0363-0129Piunovskiy, AlexeyPlakhov, AlexanderTorres, Delfim F. M.Zhang, Yiinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-22T11:50:32Zoai:ria.ua.pt:10773/26100Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T02:59:10.758844Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Optimal impulse control of dynamical systems
title Optimal impulse control of dynamical systems
spellingShingle Optimal impulse control of dynamical systems
Piunovskiy, Alexey
Dynamical System
Impulse Control
Total Cost
Discounted Cost
Randomized strategy
Piecewise Deterministic Markov Process
title_short Optimal impulse control of dynamical systems
title_full Optimal impulse control of dynamical systems
title_fullStr Optimal impulse control of dynamical systems
title_full_unstemmed Optimal impulse control of dynamical systems
title_sort Optimal impulse control of dynamical systems
author Piunovskiy, Alexey
author_facet Piunovskiy, Alexey
Plakhov, Alexander
Torres, Delfim F. M.
Zhang, Yi
author_role author
author2 Plakhov, Alexander
Torres, Delfim F. M.
Zhang, Yi
author2_role author
author
author
dc.contributor.author.fl_str_mv Piunovskiy, Alexey
Plakhov, Alexander
Torres, Delfim F. M.
Zhang, Yi
dc.subject.por.fl_str_mv Dynamical System
Impulse Control
Total Cost
Discounted Cost
Randomized strategy
Piecewise Deterministic Markov Process
topic Dynamical System
Impulse Control
Total Cost
Discounted Cost
Randomized strategy
Piecewise Deterministic Markov Process
description 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.
publishDate 2019
dc.date.none.fl_str_mv 2019-05-23T15:08:53Z
2019-01-01T00:00:00Z
2019
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10773/26100
url http://hdl.handle.net/10773/26100
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0363-0129
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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