Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time

Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear programming (IDLP) problems. We also establish asymptotic relationships between the optimal values of problems with time discounting and long-run average criteria.

Original languageEnglish (US)
Pages (from-to)3821-3838
Number of pages18
JournalDiscrete and Continuous Dynamical Systems - Series B
Volume22
Issue number10
DOIs
StatePublished - Dec 2017

All Science Journal Classification (ASJC) codes

  • Discrete Mathematics and Combinatorics
  • Applied Mathematics

Fingerprint Dive into the research topics of 'Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time'. Together they form a unique fingerprint.

Cite this