LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case-Reference-Cited by-同舟云学术

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LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case

Published:2019-01 Issue:3 Volume:57 Page:1783-1817
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Borkar Vivek S.,Gaitsgory Vladimir,Shvartsman Ilya

Funder

Government of India

Australian Research Council

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

https://epubs.siam.org/doi/pdf/10.1137/18M1229432

Reference31 articles.

1. A review of duality theory for linear programming over topological vector spaces

2. On ergodic stochastic control

3. Occupation measures for controlled Markov processes: characterization and optimality

4. A convex analytic approach to Markov decision processes

5. Linear Programming Formulation of Long-Run Average Optimal Control Problem

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4. A survey of average cost problems in deterministic discrete-time control systems;Journal of Mathematical Analysis and Applications;2023-06

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