{
  "id": "1910.01098",
  "version": "v1",
  "published": "2019-10-02T17:30:43.000Z",
  "updated": "2019-10-02T17:30:43.000Z",
  "title": "Optimal Impulse Control of Dynamical Systems with Functional Constraints",
  "authors": [
    "Alexey Piunovskiy",
    "Yi Zhang"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "This paper considers a constrained optimal impulse control problem of dynamical systems generated by a flow. Under quite general and natural conditions, we prove the existence of an optimal stationary policy. This is done by making use of the tools of Markov decision processes. Two linear programming approaches are established and justified. In absence of constraints, we show that these two linear programming approaches are dual to the dynamic programming method with the optimality equations in the integral and differential form, respectively.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-10-02T17:30:43.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "dynamical systems",
      "functional constraints",
      "linear programming approaches",
      "constrained optimal impulse control problem",
      "optimal stationary policy"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}