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Linear programming and infinite horizon problems of deterministic control theory (Q1908575)

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scientific article; zbMATH DE number 850790
Language Label Description Also known as
English
Linear programming and infinite horizon problems of deterministic control theory
scientific article; zbMATH DE number 850790

    Statements

    title
    Linear programming and infinite horizon problems of deterministic control theory (English)
    0 references
    publication date
    28 October 1996
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    review text
    An infinite-horizon optimal control problem is related to a linear program, having the same optimal value. When the control problem is approximated by discretizing the time, a family of related linear programs is obtained, and a convergence theorem is proved.
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    zbMATH Keywords
    linear programming
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    zero duality gap
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    infinite-horizon optimal control
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    reviewed by
    B. D. Craven
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    Identifiers

    zbMATH DE Number
    850790
    0 references
     
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