Borkar, Vivek S. ; Gaitsgory, Vladimir (2019) Linear Programming Formulation of Long-Run Average Optimal Control Problem Journal of Optimization Theory and Applications, 181 (1). pp. 101-125. ISSN 0022-3239
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Official URL: http://doi.org/10.1007/s10957-018-1432-0
Related URL: http://dx.doi.org/10.1007/s10957-018-1432-0
Abstract
We formulate and study the infinite-dimensional linear programming problem associated with the deterministic long-run average cost control problem. Along with its dual, it allows one to characterize the optimal value of this control problem. The novelty of our approach is that we focus on the general case wherein the optimal value may depend on the initial condition of the system.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| ID Code: | 135144 |
| Deposited On: | 19 Jan 2023 09:21 |
| Last Modified: | 19 Jan 2023 09:21 |
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