Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control

DOI10.1137/060676398zbMath1167.49032OpenAlexW2059380444MaRDI QIDQ5320735

Luke Finlay, Ivan Lebedev, Vladimir Gaitsgory

Publication date: 22 July 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://unisa.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12143232810001831

zbMATH Keywords

linear programmingdualityaveragingoccupational measureslong run average optimal control

Mathematics Subject Classification ID

Linear programming (90C05) Time-scale analysis and singular perturbations in control/observation systems (93C70) Ordinary differential inclusions (34A60) Averaging method for ordinary differential equations (34C29) Duality theory (optimization) (49N15) Singular perturbations for ordinary differential equations (34E15)

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