It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual, the latter taking the form of a certain max-min problem. In the present paper, we use these results to establish necessary and sufficient optimality conditions for this optimal control problem and to investigate a way how the latter can be used for the construction of a near optimal control.
|Original language||English (US)|
|Number of pages||25|
|Journal||Discrete and Continuous Dynamical Systems - Series B|
|State||Published - Apr 2019|
All Science Journal Classification (ASJC) codes
- Discrete Mathematics and Combinatorics
- Applied Mathematics