Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time

Vladimir Gaitsgory;  ; Alex Parkinson; Ilya Shvartsman;

doi:10.3934/dcdsb.2017192

Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2017192 ◽

2017 ◽

Vol 22 (10) ◽

pp. 3821-3838 ◽

Cited By ~ 5

Author(s):

Vladimir Gaitsgory ◽

◽

Alex Parkinson ◽

Ilya Shvartsman ◽

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems

Download Full-text

Infinite horizon multiobjective optimal control problems in the discrete time case

Optimization ◽

10.1080/02331930903480352 ◽

2011 ◽

Vol 60 (4) ◽

pp. 509-529 ◽

Cited By ~ 30

Author(s):

Naïla Hayek

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Discrete Time Case ◽

Multiobjective Optimal Control

Download Full-text

Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

Automatica ◽

10.1016/j.automatica.2015.04.002 ◽

2015 ◽

Vol 57 ◽

pp. 65-77 ◽

Cited By ~ 39

Author(s):

Yuan-Hua Ni ◽

Robert Elliott ◽

Xun Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Mean Field ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Horizon Case

Download Full-text

An existence theorem for discrete-time infinite-horizon optimal control problems

IEEE Transactions on Automatic Control ◽

10.1109/tac.1985.1104084 ◽

1985 ◽

Vol 30 (9) ◽

pp. 907-909 ◽

Cited By ~ 44

Author(s):

S. Keerthi ◽

E. Gilbert

Keyword(s):

Optimal Control ◽

Existence Theorem ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems

Download Full-text

On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems

IEEE Control Systems Letters ◽

10.1109/lcsys.2017.2710234 ◽

2017 ◽

Vol 1 (1) ◽

pp. 134-139 ◽

Cited By ~ 2

Author(s):

Angeliki Kamoutsi ◽

Tobias Sutter ◽

Peyman Mohajerin Esfahani ◽

John Lygeros

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Infinite Linear Programming ◽

Moment Approach ◽

The Moment ◽

Infinite Linear

Download Full-text

Non-linear programming and the maximum principle for discrete time optimal control problems

Revue française d automatique informatique recherche opérationnelle Recherche opérationnelle ◽

10.1051/ro/197509v300751 ◽

1975 ◽

Vol 9 (V3) ◽

pp. 75-91 ◽

Cited By ~ 2

Author(s):

T. L. Magnanti

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Maximum Principle ◽

Discrete Time ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

The Maximum Principle ◽

Non Linear Programming ◽

Time Optimal

Download Full-text

GOOD SOLUTIONS FOR A CLASS OF INFINITE HORIZON DISCRETE-TIME OPTIMAL CONTROL PROBLEMS

Taiwanese Journal of Mathematics ◽

10.11650/twjm/1500405607 ◽

2009 ◽

Vol 13 (6A) ◽

pp. 1637-1669 ◽

Cited By ~ 1

Author(s):

Alexander J. Zaslavski

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Time Optimal Control ◽

Control Problems ◽

Time Optimal

Download Full-text

Algebraic Function Solutions to Infinite-horizon Nonlinear Discrete-time Optimal Control Problems

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr.50.556 ◽

2014 ◽

Vol 50 (7) ◽

pp. 556-558 ◽

Cited By ~ 1

Author(s):

Yu KAWANO ◽

Toshiyuki OHTSUKA

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Algebraic Function ◽

Infinite Horizon ◽

Time Optimal Control ◽

Control Problems ◽

Time Optimal

Download Full-text

Duality, viability and optimality through linear programming approach to deterministic infinite horizon optimal control problems with discounting

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717687 ◽

2010 ◽

Author(s):

Vladimir Gaitsgory ◽

Marc Quincampoix

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Programming Approach ◽

Control Problems ◽

Linear Programming Approach

Download Full-text

Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting

SIAM Journal on Control and Optimization ◽

10.1137/070696209 ◽

2009 ◽

Vol 48 (4) ◽

pp. 2480-2512 ◽

Cited By ~ 48

Author(s):

Vladimir Gaitsgory ◽

Marc Quincampoix

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Programming Approach ◽

Control Problems ◽

Linear Programming Approach

Download Full-text

An efficient numerical scheme for solving fractional infinite-horizon optimal control problems

ISA Transactions ◽

10.1016/j.isatra.2019.04.016 ◽

2019 ◽

Vol 94 ◽

pp. 108-118 ◽

Cited By ~ 6

Author(s):

Mina Yavari ◽

Alireza Nazemi

Keyword(s):

Optimal Control ◽

Numerical Scheme ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems

Download Full-text