4 citations · 4 across the 3 of their papers we have counts for
4 papers
Linear Programming Estimates for Cesaro and Abel Limits of Optimal Values in Optimal Control Problems
Vladimir Gaitsgory, Ilya Shvartsman
We consider infinite horizon optimal control problems with time averaging and time discounting criteria and give estimates for the Cesaro and Abel limits of their optimal values in…
Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap
Ilya Shvartsman
In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain…
LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Non-Ergodic Case
Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem.…
Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time
Vladimir Gaitsgory, Alex Parkinson, I. Shvartsman
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems a…