Article ID: | iaor20122824 |
Volume: | 153 |
Issue: | 1 |
Start Page Number: | 139 |
End Page Number: | 156 |
Publication Date: | Apr 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Goncharova Elena, Staritsyn Maxim |
Keywords: | control, programming: dynamic |
We study an optimal control problem for a state‐dependent impulse system described by a measure differential equation. A specific time reparameterization technique is developed to reduce the impulsive control problem to the one with bounded controls. Necessary conditions of optimality are obtained by interpreting the Maximum Principle in the reduced problem. An impulsive control improvement scheme is outlined. The results of numeric simulation are presented.