Borkar, Vivek S. ; Gaitsgory, Vladimir ; Shvartsman, Ilya (2019) LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case SIAM Journal on Control and Optimization, 57 (3). pp. 1783-1817. ISSN 0363-0129
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Official URL: http://doi.org/10.1137/18M1229432
Related URL: http://dx.doi.org/10.1137/18M1229432
Abstract
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to characterize the optimal value of the optimal 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 Society for Industrial & Applied Mathematics. |
| ID Code: | 135147 |
| Deposited On: | 19 Jan 2023 09:33 |
| Last Modified: | 19 Jan 2023 09:33 |
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