@inproceedings{35849809a8af4d26b7c649418deca52e,

title = "Duality, viability and optimality through linear programming approach to deterministic infinite horizon optimal control problems with discounting",

abstract = "We investigate relationships between the deterministic infinite time horizon optimal control problem with discounting, in which the state trajectories remain in a given compact set Y , and a certain infinite dimensional linear programming (IDLP) problem. We introduce the problem dual with respect to this IDLP problem and obtain some duality results. We construct necessary and sufficient optimality conditions for the optimal control problem under consideration, and we give a characterization of the viability kernel of Y. We also indicate a way of how one can use finite dimensional approximations of the IDLP problem and its dual for construction of near optimal feedback controls.",

author = "Vladimir Gaitsgory and Marc Quincampoix",

year = "2010",

doi = "10.1109/CDC.2010.5717687",

language = "English",

isbn = "9781424477456",

series = "Proceedings of the IEEE Conference on Decision & Control",

publisher = "Institute of Electrical and Electronics Engineers (IEEE)",

pages = "6680--6685",

booktitle = "2010 49th IEEE Conference on Decision and Control (CDC 2010)",

address = "United States",

note = "2010 49th IEEE Conference on Decision and Control, CDC 2010 ; Conference date: 15-12-2010 Through 17-12-2010",

}