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
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;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377568
