Borkar, Vivek ; Gaitsgory, Vladimir ; Shvartsman, Ilya (2019) On LP Formulations of Optimal Control Problems with Time Averaging and Time Discounting Criteria in Non-Ergodic Case In: 2019 IEEE 58th Conference on Decision and Control (CDC), 11-13 December 2019, Nice, France.
Full text not available from this repository.
Official URL: http://doi.org/10.1109/CDC40024.2019.9030021
Related URL: http://dx.doi.org/10.1109/CDC40024.2019.9030021
Abstract
This paper is devoted to the study of infinite horizon optimal control problems with time discounting and time averaging criteria. These problems are related to certain infinite-dimensional linear programming (IDLP) problems, and this relation is used to obtain properties of the optimal value functions. We focus on the general non-ergodic case, where the optimal value functions may depend on the initial condition of the system. We also obtain IDLP-based sufficient and necessary optimality conditions for optimal control problems.
| Item Type: | Conference or Workshop Item (Other) |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 135148 |
| Deposited On: | 19 Jan 2023 09:37 |
| Last Modified: | 19 Jan 2023 09:37 |
Repository Staff Only: item control page
