Linear programming approach to optimal control problems with unbounded state constraint

DOI10.1007/S10957-024-02577-1MaRDI QIDQ6667562zbMATH OpenFDO

Authors Ilya Shvartsman

Publication date 20 January 2025

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-024-02577-1

zbMATH Keywords

discountinginfinite horizonlinear programminglong-run averageoptimal control

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Existence theories for free problems in two or more independent variables (49J10) Duality theory (optimization) (49N15) Linear programming (90C05)

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Cites work

• A Uniform Tauberian Theorem in Dynamic Programming
• A uniform Tauberian theorem in optimal control
• Approximation and regularization of Lipschitz functions: Convergence of the gradients
• Averaging and near viability of singularly perturbed control systems
• Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint
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• Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
• Existence of Markov Controls and Characterization of Optimal Markov Controls
• scientific article; zbMATH DE number 3394474 (Why is no real title available?)
• Lack of equality between Abel and Cesàro limits in discrete optimal control and the implied duality gap
• Linear programming approach to deterministic infinite horizon optimal control problems with discounting
• Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time
• Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems
• Linear programming formulation of long-run average optimal control problem
• Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time
• LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
• LP-related representations of Cesàro and Abel limits of optimal value functions
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• On representation formulas for long run averaging optimal control problem
• On sets of occupational measures generated by a deterministic control system on an infinite time horizon
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Real Analysis and Probability
• Stochastic optimal control and linear programming approach
• Suboptimization of Singularly Perturbed Control Systems
• Viability theory

Cited in

(1)

• Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint

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