Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time
classification
🧮 math.OC
keywords
problemstimeoptimalcontrolcriteriadiscountingdiscreteestablish
read the original abstract
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear programming (IDLP) problems. We also establish asymptotic relationships between the optimal values of problems with time discounting and long-run average criteria.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.