Linear Programming Based Optimality Conditions and Approximate Solution of a Deterministic Infinite Horizon Discounted Optimal Control Problem in Discrete Time
Optimization and Control
2018-02-19 v2
Abstract
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. In the present paper, we use these results to establish necessary and sufficient optimality conditions for this optimal control problem and apply them to construct a near optimal control.
Cite
@article{arxiv.1711.00801,
title = {Linear Programming Based Optimality Conditions and Approximate Solution of a Deterministic Infinite Horizon Discounted Optimal Control Problem in Discrete Time},
author = {Vladimir Gaitsgory and Alex Parkinson and Ilya Shvartsman},
journal= {arXiv preprint arXiv:1711.00801},
year = {2018}
}
Comments
25 pages