Abstract
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual, the latter taking the form of a certain max-min problem. In the present paper, we use these results to establish necessary and sufficient optimality conditions for this optimal control problem and to investigate a way how the latter can be used for the construction of a near optimal control.
| Original language | English |
|---|---|
| Pages (from-to) | 1743-1767 |
| Number of pages | 25 |
| Journal | Discrete and Continuous Dynamical Systems - Series B |
| Volume | 24 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Apr 2019 |
Keywords
- Discrete systems
- Duality
- Infinite horizon
- Linear programming
- Numerical methods
- Occupational measures
- Optimal control