Lack of equality between Abel and Cesàro limits in discrete optimal control and the implied duality gap

zbMATH Open1482.49037arXiv2010.14676MaRDI QIDQ5024974FDOQ5024974

Authors: Ilya Shvartsman 

Publication date: 1 February 2022

Abstract: In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain infinite-dimensional linear programming problem and its dual. In this paper we construct an example of a problem satisfying the assumptions of the aforementioned paper, where Cesaro and Abel limits are different.

Full work available at URL: https://arxiv.org/abs/2010.14676

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zbMATH Keywords

optimal controlTauberian theoremdiscountinginfinite horizondiscrete systemslong-run averageAbel and Cesàro limits

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Abel, Borel and power series methods (40G10)

Cited In (4)

• Examples concerning Abel and Cesàro limits
• Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint
• Linear programming approach to optimal control problems with unbounded state constraint
• LP-related representations of Cesàro and Abel limits of optimal value functions

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