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Impulse Control: Boolean Programming and Numerical Algorithms
2006
IEEE Transactions on Automatic Control
A numerical algorithmic approach to the impulse control problem is considered. Impulse controls are modelled by Boolean binary variables. The impulse Gâteaux derivatives for impulse times, impulse volumes and Boolean variables are derived, and these are applied to the numerical algorithms. These algorithms require significantly less computation time and memory storage than the quasi-variational inequalities by Bensoussan-Lions. By using our algorithms, complicated models of hybrid or
doi:10.1109/tac.2006.879913
fatcat:5lan3bw34ncfpgk47obzfbnpa4