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Impulsive control of piecewise-deterministic processes

  • Stochastic Control And Estimation
  • Conference paper
  • First Online:
Stochastic Systems and Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 136))

Abstract

The paper deals with value functions for impulsive control for piecewise-deterministic processes. The associated dynamic programming equations are quasivariational inequalities with integral and first order differential terms. Here we study different regularity properties of the cost function and existence of optimal policies.

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References

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Author information

Authors and Affiliations

  1. Systems Research Institute, Newelska 6, 01-447, Warszawa, Poland

    Dariusz Gatarek

Authors
  1. Dariusz Gatarek
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Editor information

Jerzy Zabczyk

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© 1989 Springer-Verlag

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Cite this paper

Gatarek, D. (1989). Impulsive control of piecewise-deterministic processes. In: Zabczyk, J. (eds) Stochastic Systems and Optimization. Lecture Notes in Control and Information Sciences, vol 136. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0002690

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  • DOI: https://doi.org/10.1007/BFb0002690

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51619-4

  • Online ISBN: 978-3-540-46719-9

  • eBook Packages: Springer Book Archive

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