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ArticleOriginal scientific text

Title

The linear programming approach to deterministic optimal control problems

Authors 1, 2, 3

Affiliations

  1. Departamento de Matemáticas, UAM-I, Apartado Postal 55-534, México D.F., Mexico
  2. Departamento de Matemáticas, CINVESTAV-IPN, Apartado Postal 14-740, 07000 México D.F., Mexico
  3. Department of Applied Mathematics, State University of New York at Stony Brook, Stony Brook, NY 11794, U.S.A.

Abstract

Given a deterministic optimal control problem (OCP) with value function, say J⋅, we introduce a linear program (P) and its dual (P⋅) whose values satisfy ⊃(P⋅)≤∈f(P)≤J⋅(t,x). Then we give conditions under which (i) there is no duality gap

Keywords

ENG
linear programming (in infinite-dimensional spaces), duality theory, optimal control

Bibliography

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Applicationes Mathematicae
1996-1997/24/1
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Pages:
17-33
Main language of publication
English
Received
1995-02-09
Accepted
1995-08-29
Published
1996
Exact and natural sciences