Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint
نویسندگان
چکیده
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and averaging criteria in discrete time. It known that these are related certain infinite-dimensional linear programming problems, but compactness the state constraint common assumption imposed analysis LP problems. In this paper, we consider an unbounded use Alexandroff compactification carry out analysis. We also establish asymptotic relationships between values long-run average criteria.
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ژورنال
عنوان ژورنال: Discrete and Continuous Dynamical Systems-series B
سال: 2023
ISSN: ['1531-3492', '1553-524X']
DOI: https://doi.org/10.3934/dcdsb.2023087