Duality in linear programming problems related to deterministic long run average problems of optimal control with applications to periodic optimization

Luke Finlay*, Vladimir Gaitsgory, Ivan Lebedev

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionpeer-review

Abstract

Deterministic long run average optimal control problems and, in particular, periodic optimization problems are related to certain infinite-dimensional linear programming (LP) problems, which can be approximated by finite-dimensional LP problems. In this paper we study problems dual to these infinite- and finite- dimensional LP problems, and we investigate a possibility of using solutions of the latter for numerical construction of the optimal controls in periodic optimization problems. The construction is illustrated with a numerical example.

Original languageEnglish
Title of host publicationProceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
Place of PublicationPiscataway, NJ
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages1207-1211
Number of pages5
ISBN (Electronic)9781424438716
ISBN (Print)9781424438723
DOIs
Publication statusPublished - Dec 2009
Externally publishedYes
Event48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC - 2009 - Shanghai, China
Duration: 15 Dec 200918 Dec 2009

Other

Other48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC - 2009
Country/TerritoryChina
CityShanghai
Period15/12/0918/12/09

Fingerprint

Dive into the research topics of 'Duality in linear programming problems related to deterministic long run average problems of optimal control with applications to periodic optimization'. Together they form a unique fingerprint.

Cite this