On LP Formulations of Optimal Control Problems with Time Averaging and Time Discounting Criteria in Non-Ergodic Case

Vivek Borkar, Vladimir Gaitsgory, Ilya Shvartsman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish (US)
Title of host publication2019 IEEE 58th Conference on Decision and Control, CDC 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4298-4303
Number of pages6
ISBN (Electronic)9781728113982
DOIs
StatePublished - Dec 2019
Event58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France
Duration: Dec 11 2019Dec 13 2019

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2019-December
ISSN (Print)0743-1546

Conference

Conference58th IEEE Conference on Decision and Control, CDC 2019
CountryFrance
CityNice
Period12/11/1912/13/19

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Fingerprint Dive into the research topics of 'On LP Formulations of Optimal Control Problems with Time Averaging and Time Discounting Criteria in Non-Ergodic Case'. Together they form a unique fingerprint.

Cite this