Optimal control of continuous systems with impulse controls

SummaryImpulse control problems, in which a continuously evolving state is modified by discrete control actions, have applications in epidemiology, medicine, and ecology. In this paper, we present a simple method for solving impulse control problems for systems of differential equations. In particular, we show how impulse control problems can be reformulated and solved as discrete optimal control problems. The method is illustrated with two examples. Published 2014. This article has been contributed to by US Government employees and their work is in the public domain in the USA.