화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.55, No.5, 3204-3225, 2017
ON SOME IMPULSE CONTROL PROBLEMS WITH CONSTRAINT
The impulse control of a Markov-Feller process is considered when the impulses are allowed only when a signal arrives. This is referred to as an impulse control problem with constraint. A detailed setting is described, a characterization of the optimal cost is obtained using previous results of the authors on optimal stopping problems with constraint, and an optimal impulse control is identified.