Optimal Impulse Control and Impulse Game for Continuous-Time Deterministic Systems: A Review
Downloads
Keywords
Article Usage Chart
Abstract
Impulse control and impulsive games are fundamental in continuous-time deterministic systems, enabling the formulation and management of abrupt interventions within dynamic processes. This paper presents a comprehensive review of theoretical frameworks, methodologies, and practical applications of optimal impulse control and associated game-theoretic formulations. Key contributions include the synthesis of classical results from Pontryagin and Bellman with modern advancements in hybrid impulsive systems, delayed systems, and stochastic jump processes. Comparative analysis highlights the evolution of solution strategies, including dynamic programming, maximum principle formulations, and variational approaches. Findings indicate critical gaps in handling multi-delay systems, robustness under system perturbations, and implementation of finite versus infinite horizon impulsive games. The study consolidates insights from thirty seminal works, providing a foundation for future research and control system design.
Downloads
References
1. M Akhmet. Principles of Discontinuous Dynamical Systems [M]. New York, USA : Springer Science & Business Media, 2010.
2. D D Bainov, P S Simeonov. Systems with Impulse Effect: Stability, Theory, and Applications [M]. Chichester, UK : Ellis Horwood, 1989.
3. V Dragan, S Aberkane, I L Popa. Robust Control of Jump Linear Stochastic Systems: Applications to Sampled-Data Control [M]. Cham, Switzerland : Springer, 2025.
4. F Delmotte, E I Verriest, M Egerstedt. Optimal Impulsive Control of Delay Systems [J]. ESAIM: Control, Optimisation and Calculus of Variations, 2008, 14 ( 4 ): 767–779.
5. R E Bellman. Dynamic Programming [M]. Princeton, New Jersey : Princeton University Press, 1957.
6. A Blaquiere. Differential Games with Piece-Wise Continuous Trajectories [C] // Differential Games and Applications: Proceedings of a Workshop Enschede 1977. Berlin, Germany : Springer 2005 : 34–69.
7. A Blaquiere. Impulsive Optimal Control with Finite or Infinite Time Horizon [J]. Journal of Optimization Theory and Applications, 1985, 46 ( 4 ): 431–439.
8. L Gollmann, D Kern, H Maurer. Optimal Control Problems with Delays in State and Control Variables Subject to Mixed Control-State Constraints [J]. Optimal Control Applications and Methods, 2009, 30 ( 4 ): 341–365.
9. Z H Guan, J Lam, G R Chen. On Impulsive Autoassociative Neural Networks [J]. Neural Networks, 2000, 13 ( 1 ): 63–69.
10. O HernÁNdez Lerma, L R Laura Guarachi, S Mendoza Palacios, et al. An Introduction to Optimal Control Theory [M]. Cham, Switzerland : Springer, 2024.
11. R Isaacs. Differential Games: A Mathematical Theory with Applications to Warfare and Pursuit, Control and Optimization [M]. Mineola, USA : Courier Corporation, 1999.
12. H J Pesch, M Plail. The Maximum Principle of Optimal Control: A History of Ingenious Ideas and Missed Opportunities [J]. Control and Cybernetics, 2009, 38 ( 4A ), 973–995.
13. V Lakshmikantham, D D Bainov, P Simeonov. Theory of Impulsive Differential Equations [M]. Singapore : World Scientific, 1989.
14. C D Li, G Feng, T W Huang. On Hybrid Impulsive and Switching Neural Networks [J]. IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 2008, 38 ( 6 ): 1549–1560.
15. X Z Liu, G Ballinger. Existence and Continuability of Solutions for Differential Equations with Delays and State-Dependent Impulses [J]. Nonlinear Analysis: Theory, Methods & Applications, 2002, 51 ( 4 ). 633–647.
16. C Y Liu, R Loxton, K L Teo, et al. Optimal State-Delay Control in Nonlinear Dynamic Systems [J]. Automatica, 2022, 135 : 109981.
17. B S Mordukhovich. Second-Order Variational Analysis in Optimization, Variational Stability, and Control: Theory, Algorithms, Applications [M]. Cham, Switzerland : Springer Nature, 2024.
18. B M Miller, E Y Rubinovich. Impulsive Control in Continuous and Discrete-Continuous Systems [M]. New York, USA: Springer Science & Business Media, 2012.
19. V D Milman, A D Myshkis. On the Stability of Motion in the Presence of Impulses [J]. Sibirskii Matematicheskii Zhurnal, 1960, 1 ( 2 ): 233–237.
20. G Meinsma, A Van Der Schaft. A Course on Optimal Control [M]. Cham, Switzerland : Springer, 2024.
21. H Mecheri, S Saadi. Overlapping Nonmatching Grid Method for the Ergodic Control Quasi Variational Inequalities [J]. American Journal of Computational Mathematics, 2013, 3 ( 1 ): 27–31.
22. R Rempala. Impulsive Control Problems [M] // H J Sebastian, K Tammer. System Modelling and Optimization. Berlin, Germany : Springer 1990 : 387–393.
23. R Rempala, J Zabczyk. On the Maximum Principle for Deterministic Impulse Control Problems [J]. Journal of Optimization Theory and Applications, 1988, 59 ( 2 ): 281–288.
24. J P Richard. Time-Delay Systems: An Overview of Some Recent Advances and Open Problems [J]. Automatica, 2003, 39 ( 10 ): 1667–1694.
25. S Dadebo, R Luus. Optimal Control of Time-Delay Systems by Dynamic Programming [J]. Optimal Control Applications and Methods, 1992, 13 ( 1 ): 29–41.
26. L S Pontryagin, V G Boltyanskii, R V Gamkrelidze, et al. The Mathematical Theory of Optimal Processes [M]. New York, USA: John Wiley & Sons, 1962.
27. B Sun, B Z Guo, Z Z Tao. Maximum Principle and Dynamic Programming Viscosity Solution Approach: From Open-Loop to Closed-Loop [M]. Cham, Switzerland : Springer Nature, 2025.
28. R B Vinter. State Constrained Optimal Control Problems with Time Delays [J]. Journal of Mathematical Analysis and Applications, 2018, 457 ( 2 ): 1696–1712.
29. T Yang. Impulsive Control Theory [M]. Berlin, Germany : Springer, 2001.
30. D Wu, Y Q Bai, C J Yu. A New Computational Approach for Optimal Control Problems with Multiple Time-Delay [J]. Automatica, 2019, 101 : 388–395.