Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap
Optimization and Control
2020-10-29 v1 Dynamical Systems
Abstract
In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain infinite-dimensional linear programming problem and its dual. In this paper we construct an example of a problem satisfying the assumptions of the aforementioned paper, where Cesaro and Abel limits are different.
Keywords
Cite
@article{arxiv.2010.14676,
title = {Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap},
author = {Ilya Shvartsman},
journal= {arXiv preprint arXiv:2010.14676},
year = {2020}
}