arXiv subjects

Alex Parkinson

Publications and source records attributed to Alex Parkinson.

2 recordsLinked to original sources

arXiv2018

Linear Programming Based Optimality Conditions and Approximate Solution of a Deterministic Infinite Horizon Discounted Optimal Control Problem in Discrete Time

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper, we use these results to establish necessary and sufficient optimality conditions for this optimal control problem and apply them to construct a near optimal control.

math.OC↗

arXiv2017

Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear programming (IDLP) problems. We also establish asymptotic relationships between the optimal values of problems with time discounting and long-run average criteria.

math.OC↗