Optimal Control with Budget Constraints and Resets
نویسندگان
چکیده
منابع مشابه
Optimal control with budget constraints and resets
We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider deterministic shortest path problems on graphs with a full budget reset in all preferred nodes. In the continuous case, we derive augmented PDEs of optimal control, which are then sol...
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Article history: Received 25 February 2011 Available online 27 August 2011 JEL classification: D44
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2015
ISSN: 0363-0129,1095-7138
DOI: 10.1137/110853182