DocumentCode
2485471
Title
Occupational Measures Formulation and Linear Programming Solution of Deterministic Long Run Average Problems of Optimal Control
Author
Gaitsgory, Vladimir ; Rossomakhine, Sergey
Author_Institution
Centre for Ind. & Applicable Math., South Australia Univ., Mawson Lakes, SA
fYear
2006
fDate
13-15 Dec. 2006
Firstpage
5012
Lastpage
5017
Abstract
We present results establishing that deterministic long run average problems of optimal control are "asymptotically equivalent" to infinite dimensional linear programming problems (LPP) and that these LPP can be approximated by finite dimensional LPP, the solutions of which can be used for construction of the optimal controls. General results are illustrated by a numerical example
Keywords
linear programming; optimal control; deterministic long run average problem; infinite dimensional linear programming problems; occupational measures; optimal control; Australia; Control systems; Equations; Extraterrestrial measurements; Lakes; Linear programming; Mathematics; Optimal control; Q measurement; USA Councils;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2006 45th IEEE Conference on
Conference_Location
San Diego, CA
Print_ISBN
1-4244-0171-2
Type
conf
DOI
10.1109/CDC.2006.377568
Filename
4178124
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