Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time
Optimization and Control
2017-02-06 v1
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.
Cite
@article{arxiv.1702.00857,
title = {Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time},
author = {Vladimir Gaitsgory and Alex Parkinson and I. Shvartsman},
journal= {arXiv preprint arXiv:1702.00857},
year = {2017}
}