Constrained optimal impulse control and inventory model
Optimization and Control
2026-02-10 v1
Abstract
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.
Cite
@article{arxiv.2602.07178,
title = {Constrained optimal impulse control and inventory model},
author = {A. Piunovskiy},
journal= {arXiv preprint arXiv:2602.07178},
year = {2026}
}
Comments
29 pages