Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
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Publication:3581031
DOI10.1137/070696209zbMath1201.49040OpenAlexW2076038142MaRDI QIDQ3581031
Marc Quincampoix, Vladimir Gaitsgory
Publication date: 16 August 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070696209
linear programmingdualitynumerical solutionaveragingoccupational measuresviability kernelslong run average optimal controloptimal control problems with discounting
Linear programming (90C05) Duality theory (optimization) (49N15) Optimality conditions for problems involving ordinary differential equations (49K15)
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