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

MaRDI QIDQ5024974zbMATH OpenFDO

Authors Ilya Shvartsman

Publication date 1 February 2022

Full work available at URL https://arxiv.org/abs/2010.14676, http://yokohamapublishers.jp/online2/oppafa/vol6/p1495.html

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)

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.

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