Linear Programming Based Optimality Conditions and Approximate Solution\n of a Deterministic Infinite Horizon Discounted Optimal Control Problem in\n Discrete Time

2017/11/02 by Vladimir Gaitsgory, Gaitsgory, Vladimir, A. G. Parkinson +3
Computer Science · Engineering · Mathematics · #49M29 #93C55 #Advanced Optimization Algorithms Research #Aerospace Engineering and Control Systems #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Primary: 49N15

paper · pdf · doi:10.48550/arxiv.1711.00801

openalex publication_date 2017/11/02 · openalex created_date 2022/08/13 · openalex updated_date 2026/07/28

Abstract

It has been recently established that a deterministic infinite horizon\ndiscounted optimal control problem in discrete time is closely related to a\ncertain infinite dimensional linear programming problem and its dual. In the\npresent paper, we use these results to establish necessary and sufficient\noptimality conditions for this optimal control problem and apply them to\nconstruct a near optimal control.\n

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