Linear Programming Formulation of Long Run Average Optimal Control Problem
classification
🧮 math.OC
keywords
optimalproblemaveragecontrollinearprogrammingallowsalong
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We introduce and study the infinite dimensional linear programming problem which along with its dual allows one to characterize the optimal value of the deterministic long-run average optimal control problem in the general case when the latter may depend on the initial conditions of the system.
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