On sets of occupational measures generated by a deterministic control system on an infinite time horizon
From MaRDI portal
Publication:393204
DOI10.1016/j.na.2013.03.015zbMath1278.49042OpenAlexW1995062337MaRDI QIDQ393204
Marc Quincampoix, Vladimir Gaitsgory
Publication date: 16 January 2014
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2013.03.015
differential inclusionsinfinite time horizonlimit behaviorclosed convex hulldeterministic control systemsdiscounting and long run time average criterialinear constraints representations of occupational measures sets
Semi-infinite programming (90C34) Control/observation systems governed by ordinary differential equations (93C15) Linear optimal control problems (49N05)
Related Items
Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time, Tauberian theorem for value functions, LP-related representations of Cesàro and Abel limits of optimal value functions, A uniform Tauberian theorem in dynamic games, Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time, Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems, On Near Optimal Control of Systems with Slow Observables, Linear programming formulation of long-run average optimal control problem, A variational problem determined by probability measures, Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls, On representation formulas for long run averaging optimal control problem, Unique ergodicity of deterministic zero-sum differential games, On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria, Asymptotics of values in dynamic games on large intervals, LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case, Uniform Tauberian theorem in differential games, Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games, Averaging and linear programming in some singularly perturbed problems of optimal control
Cites Work
- Unnamed Item
- Unnamed Item
- A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems
- Stochastic optimal control and linear programming approach
- The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures
- Time-average control of martingale problems: Existence of a stationary solution
- Time-average control of martingale problems: A linear programming formulation
- On the relation between discounted and average optimal value functions
- Markov chains and invariant probabilities
- Filippov's and Filippov-Ważewski's theorems on closed domains
- Occupation measures for controlled Markov processes: Characterization and optimality
- A Uniform Tauberian Theorem in Optimal Control
- On the Existence of a Limit Value in Some Nonexpansive Optimal Control Problems
- Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control
- Convex Duality Approach to the Optimal Control of Diffusions
- Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
- Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
- Existence of Markov Controls and Characterization of Optimal Markov Controls
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
- On a Representation of the Limit Occupational Measures Set of a Control System with Applications to Singularly Perturbed Control Systems
- Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
- Convex Duality and Nonlinear Optimal Control
- The linear programming approach to deterministic optimal control problems
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
- Set-valued analysis
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations