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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…
math.OC2013
Averaging and linear programming in some singularly perturbed problems of optimal control
Vladimir Gaitsgory, Sergei Rossomakhine
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems…