Occupational measures formulation and linear programming solution of deterministic long run average problems of optimal control

Vladimir Gaitsgory*, Sergey Rossomakhine

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

1 Citation (Scopus)

Abstract

We present results establishing that deterministic long run average problems of optimal control are "asymptotically equivalent" to infinite dimensional linear programming problems (LPP) and that these LPP can be approximated by finite dimensional LPP, the solutions of which can be used for construction of the optimal controls. General results are illustrated by a numerical example.

Original languageEnglish
Title of host publicationProceedings of the 45th IEEE Conference on Decision and Control 2006, CDC
Place of PublicationPiscataway, NJ
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages5012-5017
Number of pages6
ISBN (Print)1424401712, 9781424401710
Publication statusPublished - 2006
Externally publishedYes
Event45th IEEE Conference on Decision and Control 2006, CDC - San Diego, CA, United States
Duration: 13 Dec 200615 Dec 2006

Other

Other45th IEEE Conference on Decision and Control 2006, CDC
CountryUnited States
CitySan Diego, CA
Period13/12/0615/12/06

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  • Cite this

    Gaitsgory, V., & Rossomakhine, S. (2006). Occupational measures formulation and linear programming solution of deterministic long run average problems of optimal control. In Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC (pp. 5012-5017). [4178124] Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE).