LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205): Difference between revisions

@@ Property / author @@
-Vladimir Gaitsgory
@@ Property / author: Vladimir Gaitsgory / rank @@
-Normal rank
@@ Property / author @@
-Q438782
@@ Property / author: Q438782 / rank @@
-Normal rank
@@ Property / author @@
+Vladimir Gaitsgory
@@ Property / author: Vladimir Gaitsgory / rank @@
+Normal rank
@@ Property / author @@
+Ilya A. Shvartsman
@@ Property / author: Ilya A. Shvartsman / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04790
@@ Property / arXiv ID: 1812.04790 / rank @@
+Normal rank
@@ Property / cites work @@
+A review of duality theory for linear programming over topological vector spaces
+Normal rank
@@ Property / cites work @@
+Q3770273
@@ Property / cites work: Q3770273 / rank @@
+Normal rank
@@ Property / cites work @@
+On ergodic stochastic control
@@ Property / cites work: On ergodic stochastic control / rank @@
+Normal rank
@@ Property / cites work @@
+Viability theory
@@ Property / cites work: Viability theory / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic Control of Diffusion Processes
@@ Property / cites work: Ergodic Control of Diffusion Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5662630
@@ Property / cites work: Q5662630 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Occupation measures for controlled Markov processes: Characterization and optimality
+Normal rank
@@ Property / cites work @@
+A convex analytic approach to Markov decision processes
+Normal rank
@@ Property / cites work @@
+Linear programming formulation of long-run average optimal control problem
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control and linear programming approach
+Normal rank
@@ Property / cites work @@
+On representation formulas for long run averaging optimal control problem
+Normal rank
@@ Property / cites work @@
+On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
+Normal rank
@@ Property / cites work @@
+Approximate solutions of the Bellman equation of deterministic control theory
+Normal rank
@@ Property / cites work @@
+Q4002240
@@ Property / cites work: Q4002240 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Duality Approach to the Optimal Control of Diffusions
+Normal rank
@@ Property / cites work @@
+Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
+Normal rank
@@ Property / cites work @@
+On sets of occupational measures generated by a deterministic control system on an infinite time horizon
+Normal rank
@@ Property / cites work @@
+Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time
+Normal rank
@@ Property / cites work @@
+Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time
+Normal rank
@@ Property / cites work @@
+Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems
+Normal rank
@@ Property / cites work @@
+Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
+Normal rank
@@ Property / cites work @@
+On the relation between discounted and average optimal value functions
+Normal rank
@@ Property / cites work @@
+The linear programming approach to deterministic optimal control problems
+Normal rank
@@ Property / cites work @@
+Q4547444
@@ Property / cites work: Q4547444 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Programming and Markov Decision Chains
@@ Property / cites work: Linear Programming and Markov Decision Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Constrained Undiscounted Stochastic Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Tauberian theorem for value functions
@@ Property / cites work: Tauberian theorem for value functions / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Markov Controls and Characterization of Optimal Markov Controls
+Normal rank
@@ Property / cites work @@
+Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
+Normal rank
@@ Property / cites work @@
+A Uniform Tauberian Theorem in Dynamic Programming
+Normal rank
@@ Property / cites work @@
+A Uniform Tauberian Theorem in Optimal Control
@@ Property / cites work: A Uniform Tauberian Theorem in Optimal Control / rank @@
+Normal rank
@@ Property / cites work @@
+On the Existence of a Limit Value in Some Nonexpansive Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures
+Normal rank
@@ Property / cites work @@
+Q5486449
@@ Property / cites work: Q5486449 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4284032
@@ Property / cites work: Q4284032 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-average control of martingale problems: A linear programming formulation
+Normal rank
@@ Property / cites work @@
+Convex Duality and Nonlinear Optimal Control
@@ Property / cites work: Convex Duality and Nonlinear Optimal Control / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the value functions of discrete-time discounted optimal control
+Normal rank
@@ Property / cites work @@
+Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Turnpike phenomenon and infinite horizon optimal control
+Normal rank
@@ Property / OpenAlex ID @@
+W2950888428
@@ Property / OpenAlex ID: W2950888428 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127817026
@@ Property / Wikidata QID: Q127817026 / rank @@
+Normal rank