On the equivalence of the integral and differential Bellman equations in impulse control problems - Archive ouverte HAL Access content directly
Journal Articles International Journal of Control, Automation and Systems Year : 2022

On the equivalence of the integral and differential Bellman equations in impulse control problems

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Mathematics [math] Optimization and Control [math.OC]

François Dufour  : Connect in order to contact the contributor

https://hal.inria.fr/hal-03507200

Submitted on : Monday, January 3, 2022-10:40:28 AM

Last modification on : Wednesday, March 15, 2023-8:50:07 AM

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hal-03507200 , version 1 (03-01-2022)

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  • HAL Id : hal-03507200 , version 1

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François Dufour, Alexey Piunovskiy, Alexander Plakhov. On the equivalence of the integral and differential Bellman equations in impulse control problems. International Journal of Control, Automation and Systems, 2022. ⟨hal-03507200⟩

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