Abstract
This paper is devoted to a simple and direct proof of a version of the Blaquiere's maximum principle for deterministic impulse control problems.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Blaquiere, A.,Differential Games with Piecewise Continuous Trajectories, Differential Games and Applications, Edited by P. Hagedorn, H. W. Knobloch, and G. J. Olsder, Springer-Verlag, Berlin, Germany, pp. 34–69, 1977.
Bensoussan, A., andLions, J. L.,Controle Impulsionnel et Inequations Quasi-Variationnelles, Dunod, Paris, France, 1980.
Fleming, W. H., andRishel, R. W. Deterministic and Stochastic Optimal Control, Springer Verlag, Berlin, Germany, 1975.
Blaquiere, A.,Impulsive Optimal Control with Finite or Infinite Time Horizon, Journal of Optimization Theory and Applications, Vol. 46, pp. 431–439, 1985.
Blaquiere, A., Gerard, G., andLeitmann G.,Quantitative and Qualitative Games, Academic Press, New York, New York, 1969.
Sethi, S. P., andThompson, G. L.,Optimal Control Theory: Applications to Management Science, Martinus Nijhoff, Boston, Massachusetts, 1981.
Getz, W. M., andMartin, D. H.,Optimal Control Systems with State Variable Jump Discontinuities, Journal of Optimization Theory and Applications, Vol. 31, pp. 195–205, 1980.
Seierstad, A.,Existence of an Optimal Control with Sparse Jumps in the State Variable, Journal of Optimization Theory and Applications, Vol. 45, pp. 265–293, 1985.
Author information
Authors and Affiliations
Additional information
Communicated by G. Leitmann
Rights and permissions
About this article
Cite this article
Rempala, R., Zabczyk, J. On the maximum principle for deterministic impulse control problems. J Optim Theory Appl 59, 281–288 (1988). https://doi.org/10.1007/BF00938313
Issue Date:
DOI: https://doi.org/10.1007/BF00938313