Optimality conditions for impulsive control of piecewise-deterministic processes

1992 ◽  
Vol 5 (2) ◽  
pp. 217-232 ◽  
Author(s):  
Dariusz Gatarek
Keyword(s):  
Optimality Conditions ◽  
Impulsive Control ◽  
Deterministic Processes ◽  
Piecewise Deterministic Processes

scholarly journals Numerical Algorithms For State-Linear Optimal Impulsive Control Problems Based On Feedback Necessary Optimality Conditions

2020 ◽  
pp. 152-158
Author(s):  
Stepan Sorokin ◽  
Maxim Staritsyn
Keyword(s):  
Optimality Conditions ◽  
Impulsive Control ◽  
Numerical Algorithms ◽  
Necessary Optimality Conditions ◽  
Maximum Principles ◽  
Control Problems ◽  
Impulsive Systems ◽  
Feedback Controls ◽  
Non Local ◽  
Optimal Impulsive Control

We propose and compare three numeric algorithms for optimal control of state-linear impulsive systems. The algorithms rely on the standard transformation of impulsive control problems through the discontinuous time rescaling, and the so-called “feedback”, direct and dual, maximum principles. The feedback maximum principles are variational necessary optimality conditions operating with feedback controls, which are designed through the usual constructions of the Pontryagin’s Maximum Principle (PMP); though these optimality conditions are formulated completely in the formalism of PMP, they essentially strengthen it. All the algorithms are non-local in the sense that they are aimed at improving non-optimal extrema of PMP (local minima), and, therefore, show the potential of global optimization.

Impulse control of piecewise-deterministic processes

1989 ◽  
Vol 2 (3) ◽  
pp. 187-206 ◽  
Author(s):  
O. L. V. Costa ◽  
M. H. A. Davis
Keyword(s):  
Impulse Control ◽  
Deterministic Processes ◽  
Piecewise Deterministic Processes

Second-Order Necessary Optimality Conditions in Optimal Impulsive Control Problems

2018 ◽  
Vol 54 (8) ◽  
pp. 1083-1101 ◽  
Author(s):  
A. V. Arutyunov ◽  
D. Yu. Karamzin ◽  
F. L. Pereira ◽  
N. Yu. Chernikova
Keyword(s):  
Optimality Conditions ◽  
Impulsive Control ◽  
Necessary Optimality Conditions ◽  
Second Order ◽  
Control Problems ◽  
Optimal Impulsive Control
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