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math.OC2014
On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
Vladimir Gaitsgory, Ludmila Manic, Sergey Rossomakhine
The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average opti…
math.OC2013★ 2 cited
Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems
Vladimir Gaitsgory, Ludmila Manic
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latte…