Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint
From MaRDI portal
Publication:6091060
DOI10.3934/dcdsb.2023087zbMath1530.49004arXiv2304.12446MaRDI QIDQ6091060
Publication date: 23 November 2023
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.12446
optimal controlinfinite horizonlinear programmingdiscrete-time systemstime discountinglong-run average
Multi-objective and goal programming (90C29) Linear programming (90C05) Existence theories for free problems in two or more independent variables (49J10)
Cites Work
- Unnamed Item
- On representation formulas for long run averaging optimal control problem
- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time
- Linear programming formulation of long-run average optimal control problem
- Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time
- Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems
- A survey of average cost problems in deterministic discrete-time control systems
- A Uniform Tauberian Theorem in Optimal Control
- On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
- Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
- A Uniform Tauberian Theorem in Dynamic Programming
- On a Representation of the Limit Occupational Measures Set of a Control System with Applications to Singularly Perturbed Control Systems
- Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap
- LP-related representations of Cesàro and Abel limits of optimal value functions
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
This page was built for publication: Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint