Abstract
This paper is devoted to a study of a discrete time infinite horizon optimal control problem with time discounting criterion. We introduce an infinite-dimensional linear programming (IDLP) problem closely related to this problem. We derive necessary and sufficient conditions of optimality for the optimal control problem in terms of the solution of the dual to this IDLP problem.
Original language | English |
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Title of host publication | 2016 IEEE 55th Conference on Decision and Control, CDC 2016 |
Place of Publication | Piscataway, NJ |
Publisher | Institute of Electrical and Electronics Engineers (IEEE) |
Pages | 4481-4483 |
Number of pages | 3 |
ISBN (Electronic) | 9781509018376 |
DOIs | |
Publication status | Published - 27 Dec 2016 |
Event | 55th IEEE Conference on Decision and Control, CDC 2016 - Las Vegas, United States Duration: 12 Dec 2016 → 14 Dec 2016 |
Other
Other | 55th IEEE Conference on Decision and Control, CDC 2016 |
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Country/Territory | United States |
City | Las Vegas |
Period | 12/12/16 → 14/12/16 |
Keywords
- discrete time systems
- infinite horizon
- Optimal control
- optimality conditions