Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time
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Publication:2633647
Abstract: It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper, we use these results to establish necessary and sufficient optimality conditions for this optimal control problem and apply them to construct a near optimal control.
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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Cited in
(16)- Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values
- Linear programming and infinite horizon problems of deterministic control theory
- Linear programming based optimality conditions and approximate solution of a deterministic periodic optimal control problem in discrete time
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