Impulse control of piecewise-deterministic processes via linear programming
- 1 March 1991
- journal article
- research article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 36 (3) , 371-375
- https://doi.org/10.1109/9.73574
Abstract
In some recent papers [2], [3], a state-space discretization technique was presented for the optimal stopping and impulse control of piecewise deterministic processes which reduce the aforementioned problems to a sequence of one-dimensional minimizations. In this note, we show that by doing a time discretization on the set of stopping times the aforementioned problems can be solved via linear programming (LP). Moreover, we present a method that can considerably reduce the number of inequalities of the LP problem. An application to the maintenance of complex systems is given.This publication has 1 reference indexed in Scilit:
- Theorie Generale du Controle Impulsionnel MarkovienSIAM Journal on Control and Optimization, 1984