Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap

Ilya Shvartsman

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arXiv · 2010.14676

Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap

Ilya Shvartsman

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Abstract

In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain infinite-dimensional linear programming problem and its dual. In this paper we construct an example of a problem satisfying the assumptions of the aforementioned paper, where Cesaro and Abel limits are different.

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Ilya Shvartsman. 2020-10-27. Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap. https://arxiv.org/abs/2010.14676

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