On stability under perturbations of long-run average optimal control problems

Vladimir Gaitsgory, Musa Mammadov, Ludmila Manic

    Research output: Contribution to journalArticlepeer-review

    Abstract

    We state conditions that ensure a continuity of the optimal value of a long run average optimal control (LRAOC) problem with respect to a perturbation parameter. A distinctive feature of our approach is that the perturbation
    analysis of the LRAOC problem is carried out on the basis of the perturbation analysis of a certain infinite-dimensional linear programming (LP) problem and that of the corresponding approximating semi-infinite LP problems.
    Original languageEnglish
    Pages (from-to)461-476
    Number of pages16
    JournalPure and Applied Functional Analysis
    Volume2
    Issue number3
    Publication statusPublished - 2017

    Keywords

    • Perturbation analysis
    • continuity of the optimal value
    • stability under perturbations

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