2-Regularity and 2-Normality Conditions for Systems With Impulsive Controls
A stochastic inventory model with stock dependent demand items.
Approximation of control problems involving ordinary and impulsive controls
Approximation of control problems involving ordinary and impulsive controls
In this paper we study an approximation scheme for a class of control problems involving an ordinary control v, an impulsive control u and its derivative . Adopting a space-time reparametrization of the problem which adds one variable to the state space we overcome some difficulties connected to the presence of . We construct an approximation scheme for that augmented system, prove that it converges to the value function of the augmented problem and establish an error estimates in L∞ for this approximation....
Error estimate for optimality of distributed parameter control problems via duality.
On asymptotic exit-time control problems lacking coercivity
The research on a class of asymptotic exit-time problems with a vanishing Lagrangian, begun in [M. Motta and C. Sartori, Nonlinear Differ. Equ. Appl. Springer (2014).] for the compact control case, is extended here to the case of unbounded controls and data, including both coercive and non-coercive problems. We give sufficient conditions to have a well-posed notion of generalized control problem and obtain regularity, characterization and approximation results for the value function of the problem....
Optimal control of linear impulsive antiperiodic boundary value problem on infinite dimensional spaces.
Optimal impulsive control of delay systems
In this paper, we solve an optimal control problem using the calculus of variation. The system under consideration is a switched autonomous delay system that undergoes jumps at the switching times. The control variables are the instants when the switches occur, and a set of scalars which determine the jump amplitudes. Optimality conditions involving analytic expressions for the partial derivatives of a given cost function with respect to the control variables are derived using the calculus of variation....
Several approaches to pulse-width-modulated regulator synthesis via quasilinearization
Stochastic differential games involving impulse controls
A zero-sum stochastic differential game problem on infinite horizon with continuous and impulse controls is studied. We obtain the existence of the value of the game and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities. We also obtain a verification theorem which provides an optimal strategy of the game.
Stochastic differential games involving impulse controls*
A zero-sum stochastic differential game problem on infinite horizon with continuous and impulse controls is studied. We obtain the existence of the value of the game and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities. We also obtain a verification theorem which provides an optimal strategy of the game.
Structural discontinuities to approximate some optimization problems with a nonmonotone impulsive character
In some preceding works we consider a class of Boltz optimization problems for Lagrangian mechanical systems, where it is relevant a line , regarded as determined by its (variable) curvature function of domain . Assume that the problem is regular but has an impulsive monotone character in the sense that near each of some points to is monotone and is very large. In [10] we propose a procedure belonging to the theory of impulsive controls, in order to simplify into a structurally...
Topological dual of with application to stochastic systems on Hilbert space
In this paper, we prove that the topological dual of the Banach space of bounded measurable functions with values in the space of nuclear operators, furnished with the natural topology, is isometrically isomorphic to the space of finitely additive linear operator-valued measures having bounded variation in a Banach space containing the space of bounded linear operators. This is then applied to a stochastic structural control problem. An optimal operator-valued measure, considered as the structural...
Variational approach to impulsive differential equations with Dirichlet boundary conditions.