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

Autor:	Gaitsgory, Vladimir, Parkinson, Alex, Shvartsman, Ilya
Rok vydání:	2017
Předmět:	Mathematics - Optimization and Control Primary: 49N15 49M29 93C55
Druh dokumentu:	Working Paper
Popis:	It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper, we use these results to establish necessary and sufficient optimality conditions for this optimal control problem and apply them to construct a near optimal control. Comment: 25 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1711.00801 Zobrazit plný text záznamu View this record from Arxiv