Linear programming and infinite horizon problems of deterministic control theory (Q1908575)
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scientific article; zbMATH DE number 850790
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| English | Linear programming and infinite horizon problems of deterministic control theory |
scientific article; zbMATH DE number 850790 |
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Linear programming and infinite horizon problems of deterministic control theory (English)
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28 October 1996
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An infinite-horizon optimal control problem is related to a linear program, having the same optimal value. When the control problem is approximated by discretizing the time, a family of related linear programs is obtained, and a convergence theorem is proved.
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linear programming
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zero duality gap
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infinite-horizon optimal control
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0.8946245908737183
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0.8782758712768555
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0.8745054602622986
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