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Optimal Impulsive Control Problem with Application to Human Immunodeficiency Virus Treatment

Author

Listed:
  • S. H. Hou

    (The Hong Kong Polytechnic University)

  • K. H. Wong

    (University of the Witwatersrand)

Abstract

This paper describes an optimal control problem involving a nonlinear impulsive control system, together with a nonlinear objective function and nonlinear control and state constraints. Both the magnitude of the impulses as well as the instants at which the impulses are applied can be regarded as decision variables. A computational method is described for solving the problem. To illustrate the usefulness of our method for real-life applications, we solve a Human Immunodeficiency Virus (HIV) treatment problem. The numerical results obtained clearly illustrate the efficiency of our method.

Suggested Citation

  • S. H. Hou & K. H. Wong, 2011. "Optimal Impulsive Control Problem with Application to Human Immunodeficiency Virus Treatment," Journal of Optimization Theory and Applications, Springer, vol. 151(2), pages 385-401, November.
    • Handle: RePEc:spr:joptap:v:151:y:2011:i:2:d:10.1007_s10957-011-9833-3
    DOI: 10.1007/s10957-011-9833-3
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    Cited by:

    1. Grass, D. & Chahim, M., 2012. "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Discussion Paper 2012-081, Tilburg University, Center for Economic Research.
    2. Grass, D. & Chahim, M., 2012. "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Other publications TiSEM 1295ac64-8704-4e47-ae89-b, Tilburg University, School of Economics and Management.
    3. Sadana, Utsav & Reddy, Puduru Viswanadha & Zaccour, Georges, 2021. "Nash equilibria in nonzero-sum differential games with impulse control," European Journal of Operational Research, Elsevier, vol. 295(2), pages 792-805.

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