Linear programming formulation of long-run average optimal control problem
From MaRDI portal
Publication:2420771
DOI10.1007/s10957-018-1432-0zbMath1417.49028arXiv1805.02311OpenAlexW2963031774MaRDI QIDQ2420771
Vivek S. Borkar, Vladimir Gaitsgory
Publication date: 7 June 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.02311
Linear programming (90C05) Duality theory (optimization) (49N15) Optimality conditions for problems involving relations other than differential equations (49K21)
Related Items (9)
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ LP-related representations of Cesàro and Abel limits of optimal value functions ⋮ Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems ⋮ Analytical and numerical solutions to ergodic control problems arising in environmental management ⋮ Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint ⋮ Dissipativity in infinite horizon optimal control and dynamic programming ⋮ Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation ⋮ Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986) ⋮ LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On sets of occupational measures generated by a deterministic control system on an infinite time horizon
- On representation formulas for long run averaging optimal control problem
- Stochastic optimal control and linear programming approach
- A review of duality theory for linear programming over topological vector spaces
- The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures
- Time-average control of martingale problems: A linear programming formulation
- A convex analytic approach to Markov decision processes
- On the relation between discounted and average optimal value functions
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
- Turnpike phenomenon and infinite horizon optimal control
- Occupation measures for controlled Markov processes: Characterization and optimality
- A Uniform Tauberian Theorem in Optimal Control
- Ergodic Control of Diffusion Processes
- On the Existence of a Limit Value in Some Nonexpansive Optimal Control Problems
- Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems
- Convex Duality Approach to the Optimal Control of Diffusions
- Singular Perturbations in Ergodic Control of Diffusions
- Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
- Constrained Undiscounted Stochastic Dynamic Programming
- Linear Programming and Markov Decision Chains
- A Uniform Tauberian Theorem in Dynamic Programming
- Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
- On ergodic stochastic control
- Existence of Markov Controls and Characterization of Optimal Markov Controls
- On a Representation of the Limit Occupational Measures Set of a Control System with Applications to Singularly Perturbed Control Systems
- Convex Duality and Nonlinear Optimal Control
- The linear programming approach to deterministic optimal control problems
- Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
- On Near Optimal Control of Systems with Slow Observables
- An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
- Approximation and regularization of Lipschitz functions: Convergence of the gradients
- Viability theory
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
This page was built for publication: Linear programming formulation of long-run average optimal control problem
