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Bibliographic Details
Main Author: Piunovskiy, A.
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2602.07178
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Table of Contents:
  • In this article, we consider the deterministic impulsively controlled system with infinite horizon and several discounted objective functionals. The constructed optimal control problem with functional constraints is reformulated as a Markov decision process, leading to (primal) convex and linear programs in the space of so-called occupation measures. We construct the dual programs and investigate the solvability of all the programs. Example of an inventory model illustrates the developed theory.