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A dynamic programming approach to the impulse control synthesis problemдоклад на конференции
- Авторы: Дарьин А.Н., Seleznev A.V., Куржанский А.Б.
- Конференция : Joint 44th IEEE Conference on Decision and Control and European Control Conference CDC-ECC 2005
- Даты проведения конференции: 2005
- Тип доклада: не указан
- Докладчик: не указан
- Место проведения: Сан Диего
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Аннотация доклада:
This paper deals with the problem of synthesizing optimal impulse controls in linear systems through appropriate feedback strategies. Solutions are given within an ideal scheme involving closed-loop delta-function controls, as well as through a “realistic” approximations with delta-type sequences of “ordinary” functions. The solution is presented through a dynamic programming scheme which indicates related HJB-type variational inequalities for this problem.
- Добавил в систему: Дарьин Александр Николаевич