LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
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Publication:5232205
DOI10.1137/18M1229432zbMath1420.49036arXiv1812.04790OpenAlexW2950888428WikidataQ127817026 ScholiaQ127817026MaRDI QIDQ5232205
Vivek S. Borkar, Vladimir Gaitsgory, Ilya A. Shvartsman
Publication date: 30 August 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.04790
linear programmingdualitylong-run average optimal controlinfinite horizon and vanishing discount limitssufficient/necessary optimality conditions
Numerical methods involving duality (49M29) Discrete-time control/observation systems (93C55) Duality theory (optimization) (49N15)
Related Items (8)
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case ⋮ LP-related representations of Cesàro and Abel limits of optimal value functions ⋮ On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems ⋮ 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 ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
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