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.
DOI: *As the DOI is a unique identifier, it is already available in the pdf version. **The DOI link will be activated in the first midst of January 2026.
WSEAS Transactions on Systems and Control, ISSN / E-ISSN: 1991-8763 / 2224-2856, Volume 9, 2014, Art. #61
Qiuyuan Wang, "The Optimal Control Problem with Terminal Condition and Random Intervention Times," WSEAS Transactions on Systems and Control, vol. 9, pp. 590-596, 2014, DOI:
Qiuyuan Wang. The Optimal Control Problem with Terminal Condition and Random Intervention Times.
WSEAS Transactions on Systems and Control. 2014;9:590-596.