Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching.

Published in: SIAM J. Control. Optim. (2021)

Keyphrases

optimal control
control system
semi infinite programming
closed form
dynamic programming
optimal linear
optimal solution
anisotropic diffusion
piecewise linear
real time
social networks
control strategy
neural network
control method
optimal strategy
linear systems
raw material