The linear programming approach to deterministic optimal control problems

• Autorzy: Daniel Hernández-Hernández , Onésimo Hernández-Lerma , Michael Taksar
• Języki publikacji: EN

Abstrakty

EN

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 $\sup(P^*) \leq\inf(P)\leq J^*(t,x)$. Then we give conditions under which (i) there is no duality gap

Słowa kluczowe

EN

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

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1996-1997
• Tom: 24
• Numer: 1
• Strony: 17-33

Daty

wydano

1996

otrzymano

1995-02-09

poprawiono

1995-08-29

Twórcy

autor

Daniel Hernández-Hernández

• Departamento de Matemáticas, UAM-I, Apartado Postal 55-534, México D.F., Mexico

autor

Onésimo Hernández-Lerma

• Departamento de Matemáticas, CINVESTAV-IPN, Apartado Postal 14-740, 07000 México D.F., Mexico

autor

Michael Taksar

• Department of Applied Mathematics, State University of New York at Stony Brook, Stony Brook, NY 11794, U.S.A.

Bibliografia

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