WSEAS Transactions on Systems and Control
Print ISSN: 1991-8763, E-ISSN: 2224-2856
Volume 9, 2014
The Optimal Control Problem with Terminal Condition and Random Intervention Times
Author:
Abstract: This paper is devoted to an impulse control problem where the control can only be exerted at the arrival times of the Poisson process N. We generalized control state process and cost function, under some assumptions, we obtained more general results. At the same time, we got the optimal control in special case.