Duality in optimal impulse control

被引：0
|
作者：
Piunovskiy, Alexey [1 ]
机构：
[1] Univ Liverpool, Dept Math Sci, Liverpool L69 7ZL, Merseyside, England
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2022年 / 509卷 / 01期
基金：
英国工程与自然科学研究理事会;
关键词：
Dynamical system; Optimal control; Impulse control; Occupation measure; Linear programming; Duality;
D O I：
10.1016/j.jmaa.2021.125942
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider the optimal impulse control of a dynamical system defined by a fixed uncontrolled flow. This problem is associated with two pairs of linear programs for which we prove the solvability and the absence of the duality gaps. Finally, we show how to retrieve the optimal control strategy from the solutions of those linear programs. The theoretical issues are illustrated by the meaningful example on the controlled epidemic model. Crown Copyright (c) 2021 Published by Elsevier Inc. All rights reserved.
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页数：39
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