Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (Q2633647)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time |
scientific article |
Statements
Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (English)
0 references
9 May 2019
0 references
Continuing their recent work on investigating the connections between deterministic infinite horizon discounted optimal control problems in discrete time and duality for infinitely dimensional linear programming problems, the authors provide corresponding necessary and sufficient optimality conditions and employ these in constructing a near optimal control. A numerical example and a heuristic numerical algorithm for constructing the near optimal control close the paper.
0 references
optimal control
0 references
discrete systems
0 references
infinite horizon
0 references
occupational measures
0 references
linear programming
0 references
duality
0 references
numerical methods
0 references
near optimal control
0 references
optimality conditions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references