论文标题

汇总的职业措施和线性编程方法,以限制冲动控制问题

Aggregated occupation measures and linear programming approach to constrained impulse control problems

论文作者

Piunovskiy, Alexey, Zhang, Yi

论文摘要

对于一个抽象动力学系统的最佳最佳冲动控制问题,我们介绍了职业措施以及汇总的职业措施,并介绍了两个相关的线性程序。我们证明,在适当的条件下,两个线性程序是等效的,并且每个线性程序在原始脉冲控制问题中都产生了最佳策略。

For a constrained optimal impulse control problem of an abstract dynamical system, we introduce the occupation measures along with aggregated occupation measures and present two associated linear programs. We prove that the two linear programs are equivalent under appropriate conditions, and each linear program gives rise to an optimal strategy in the original impulse control problem.

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