Name
Title | ||
|---|---|---|
Linear Programming Formulation Of A Discrete Time Infinite Horizon Optimal Control Problem With Time Discounting Criterion |
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. |
Year | Venue | Keywords |
|---|---|---|
2016 | 2016 IEEE 55TH CONFERENCE ON DECISION AND CONTROL (CDC) | Optimal control, infinite horizon, discrete time systems, optimality conditions |
Field | DocType | ISSN |
Partition problem,Dynamic programming,Mathematical optimization,Optimal substructure,Optimal control,Control theory,Cutting stock problem,Linear programming,Discrete time and continuous time,Trajectory,Mathematics | Conference | 0743-1546 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Gaitsgory, V. | 1 | 12 | 3.64 |
| Alex Parkinson | 2 | 0 | 0.34 |
| Ilya Shvartsman | 3 | 1 | 3.29 |