Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (Q2633647)
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scientific article
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| English | Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time |
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Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (English)
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9 May 2019
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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.
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optimal control
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discrete systems
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infinite horizon
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occupational measures
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linear programming
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duality
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numerical methods
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near optimal control
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optimality conditions
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0.894776463508606
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0.8895700573921204
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0.8869092464447021
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0.8782758712768555
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0.8767744898796082
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